The USC Andrew and Erna Viterbi School of Engineering USC Signal and Image Processing Institute USC Ming Hsieh Department of Electrical Engineering University of Southern California

Technical Report USC-SIPI-108

“Robust Algorithms for Two-Dimensional Spectrum Estimation”

by Richard R. Hansen, Jr., Rama Chellappa, and Govind Sharma

June 1987

In this paper we investigate robust estimation of two-dimensional (2-D) power spectra of signals which are adequately represented by Gaussian random field models but for which we have imperfect observations. Two situations of particular interest occur when the contaminating noise is additive and when the contaminating noise appears in the innovations. In these cases the observed data is not Gaussian and conventional procedures are no longer efficient. To estimate the parameters of the signal model from the contaminated data we describe two new procedures which were originally proposed for estimation of scale and location from independent data and adapted to one-dimensional autoregressive parameter estimation by previous researchers. The first algorithm is a robustification of least squares and equivalent to an iterated weighted least squares problem where the weights are data dependent. Known as the generalized maximum-likelihood (GM) estimator its analysis is accomplished by the use of a so-called "influence function" or directional derivative of the estimator in the direction of the contamination. We compute expressions for relative efficiency of the estimator using the influence function and specify criteria for selection of the estimator's robustifying functions. The second algorithm is an iterative procedure known as a filter-cleaner. This procedure is shown to be approximately equivalent to an optimal minimization problem.

Experiments using the robust procedures with synthetic data are reported and the results compared with a conventional method of model-based spectrum estimation, i.e., consistent least squares parameter estimation. Finally, we conclude with a summary of the utility and improved performance of the robust procedures over the conventional method and a discussion of the shortcomings of these heuristically derived robust methods.

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