A robust support vector algorithm for nonparametric spectral analysis
José Luis Rojo‐Álvarez, Manel Martínez‐Ramón, Aníbal Ramón Figueiras-Vidal, Ana García Armada, Antonio Artés-Rodrı́guez · IEEE Signal Processing Letters · 2003
We present a new approach to nonparametric spectral estimation on the basis of the support vector method (SVM). A reweighted least squares error formulation avoids the computational limitations of quadratic programming. The application to a synthetic example and to a digital communication problem shows the robustness of the SVM spectral analysis algorithm.