Sequential M-estimation

被引:0
|
作者
Pham, DS
Leung, YH
Zoubir, A
Brcic, R
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暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
We propose a sequential M-estimation algorithm as an alternative to sequential least squares. Being an approximation of the exact M-estimator, the proposed technique is robust to non-Gaussian processes and outperforms sequential least squares. Simulation results demonstrate the power of the proposed sequential M-estimator.
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页码:697 / 700
页数:4
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