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.