Accession Number:

ADA169717

Title:

Outlier Resistant Filtering and Smoothing.

Descriptive Note:

Interim rept. 1 Jul 85-30 Jun 86,

Corporate Author:

CONNECTICUT UNIV STORRS DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE

Report Date:

1986-04-01

Pagination or Media Count:

69.0

Abstract:

Consider a stationary Gaussian information process transmitted through an additive noise channel. Assume that the noise and information processes are mutually independent, and model the noise process as nominally Gaussian with additive independent outliers. For the above system model, one first develop a theory for outlier resistant filtering and smoothing operations. Then design specific such nonlinear operations, and study their performance. The performance criteria are asymptotic mean squared error at the Gaussian model, the breakdown point, and the influence function. The operations combine excellent at the nominal model performance, with strong resistance to outliers. Keywords Filtering Smoothing Qualitative robustness Outlier Resistance.

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE