Sequential M-estimation
Duc-Son Pham, Y.H. Leung, Abdelhak M. Zoubir, Ramon Brcic · 2004
We propose a sequential M-estimation algorithm as an alternative to sequential least squares. Being an approximation of the exact M-estimator, the proposed technique is robust to nonGaussian processes and outperforms sequential least squares. Simulation results demonstrate the power of the proposed sequential M-estimator.