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RobustSP

swMATH ID: 27068
Software Authors: Zoubir, Abdelhak M.; Koivunen, Visa; Ollila, Esa; Muma, Michael
Description: Robust statistics for signal processing. Understand the benefits of robust statistics for signal processing with this authoritative yet accessible text. The first ever book on the subject, it provides a comprehensive overview of the field, moving from fundamental theory through to important new results and recent advances. Topics covered include advanced robust methods for complex-valued data, robust covariance estimation, penalized regression models, dependent data, robust bootstrap, and tensors. Robustness issues are illustrated throughout using real-world examples and key algorithms are included in a MATLAB Robust Signal Processing Toolbox accompanying the book online, allowing the methods discussed to be easily applied and adapted to multiple practical situations. This unique resource provides a powerful tool for researchers and practitioners working in the field of signal processing.
Homepage: https://github.com/RobustSP
Dependencies: Matlab
Related Software: Matlab; ode113; ode23; Ode15s; ode23s; ode45; CVX; MATLAB ODE suite; tscount; Cross; Wirtinger Flow; ITSM2000; itsmr
Cited in: 7 Documents