Course Catalog 2008-2009
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Basic Pori International Postgraduate Open University

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Course Catalog 2008-2009

SGN-2756 Robust Estimation, 3 cr

CourseĀ“s person responsible

Sari Peltonen

Implementations

No implementations

Requirements

One seminar presentation and final exam.
Completion parts must belong to the same implementation

Principles and baselines related to teaching and learning

-

Objectives

After passing this course the student understands what robustness means and knows which tools can be used for studying robustness of estimators (filters). Student will also become familiar with several robust estimators.

Content

Content Core content Complementary knowledge Specialist knowledge
1. The meaning of robustness, deviations from parametric models and estimation theory.  Chebychev's inequality, information inequality, unbiasedness, consistency, efficiency and basics of detection.  Minimax approach. 
2. Influence function (IF), gross-error sensitivity, local-shift sensitivity, rejection point, asymptotic variance, breakdown point.  Finite-sample versions of the IF and output distributional influence function (ODIF).   
3. Order Statistics (OS) and stack filters and their distributions.  Optimization of the stack filters.   
4. Definitions of M-, L-, and R-estimators.  Specific properties of these different estimator classes. Redescending M-estimators and matched median filter.   


Evaluation criteria for the course

Grading is pass/fail. In order to pass the student has to give seminar presentation and get at least half of the maximum points from the final exam.

Assessment scale:

Evaluation scale passed/failed will be used on the course

Partial passing:

Completion parts must belong to the same implementation

Study material

Type Name Author ISBN URL Edition, availability, ... Examination material Language
Book   Robust Statistics   Hampel, Ronchetti, Rousseeuw & Stahel       John Wiley, 1985      English  
Book   Robust Statistics   Huber       John Wiley, 1981      English  
Book   Robust Statistics   Maronna Ricardo, Martin Doug and Yohai Victor   978-0-470-01092-1     John Wiley, 2006      English  
Lecture slides   "Robust Estimation"   Sari Peltonen            English  


Prerequisites

Course O/R
SGN-2706 Nonlinear Signal Processing Recommended  

Prerequisite relations (Requires logging in to POP)

Correspondence of content

Course Corresponds course  Description 
SGN-2756 Robust Estimation, 3 cr 8001552 Robust Estimation, 2 cu  

Additional information

Next implementation during academic year 2009-2010.

Last modified08.07.2008
ModifierSari Peltonen