Course Catalog 2009-2010
International

Basic Pori International Postgraduate Open University

|Degrees|     |Study blocks|     |Courses|    

Course Catalog 2009-2010

SGN-2756 Robust Estimation, 3 cr

Person responsible

Sari Peltonen

Implementations

  Lecture times and places Target group recommended to
Implementation 1


Per 4, 5 :
Tuesday 9 - 14, TB215

 
 


Requirements

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

Principles and baselines related to teaching and learning

-

Learning outcomes

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 Mandatory/Advisable Description
SGN-2706 Nonlinear Signal Processing Advisable    

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  

More precise information per implementation

  Description Methods of instruction Implementation
Implementation 1       Contact teaching: 0 %
Distance learning: 0 %
Self-directed learning: 0 %  


Last modified04.06.2009
ModifierSari Peltonen