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Article Dans Une Revue IEEE Transactions on Signal Processing Année : 2018

Noise enhancement in robust estimation of location

Yan Pan
  • Fonction : Auteur
Fabing Duan
Derek Abbott

Résumé

In this paper, we investigate the noise benefits to maximum likelihood type estimators (M-estimator) for the robust estimation of a location parameter. Two distinct noise benefits are shown to be accessible under these conditions. With symmetric heavy-tailed noise distributions, the asymptotic efficiency of the estimation can be enhanced by injecting extra noise into the M-estimators. With an asymmetric contaminated noise model having a convex cumulative distribution function, we demonstrate that addition of noise can reduce the maximum bias of the median estimator. These findings extend the analysis of stochastic resonance effects for noise-enhanced signal and information processing.
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hal-02170905 , version 1 (21-06-2021)

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Yan Pan, Fabing Duan, François Chapeau-Blondeau, Derek Abbott. Noise enhancement in robust estimation of location. IEEE Transactions on Signal Processing, 2018, 66 (8), pp.1953-1966. ⟨10.1109/TSP.2018.2802463⟩. ⟨hal-02170905⟩
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