Spectral properties of moving L-estimates of independent data

DOI10.1016/0016-0032(87)90378-4zbMath0631.62098OpenAlexW2058620292WikidataQ59510160 ScholiaQ59510160MaRDI QIDQ1094804

A. Restrepo, Alan C. Bovik

Publication date: 1987

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(87)90378-4

zbMATH Keywords

order statisticsautocovariance functionlinear combination of order statisticsmedian filtersjoint probability distributioninner and outer trimmed mean filtersmoving L-estimateoverlapping samplessecond-order random variablesvariance spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

On the linear combination, product and ratio of normal and Laplace random variables ⋮ Some properties of order-statistics filters

Cites Work

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• Two-dimensional digital signal processing I. Linear filters
• A generalization of median filtering using linear combinations of order statistics
• Definition and Comparison of Robust Nonlinear Data Smoothing Algorithms
• On Second Moment Properties of Median Filtered Sequences of Independent Data

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