Robust Estimation of the Covariance Matrix From Data With Outliers

The robust estimation of the covariance matrix is a frequent task in practical applications in which, more often than not, some data samples are outliers. There are several methods that can be used to robustly estimate a covariance matrix from corrupted data, a representative example of which is the...

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Bibliographic Details

Published in:	IEEE Open Journal of Signal Processing
Main Authors:	Petre Stoica, Prabhu Babu, Piyush Varshney
Format:	Article
Language:	English
Published:	IEEE 2024-01-01
Subjects:	Robust covariance matrix estimation outlier detection minimum covariance determinant false discovery rate
Online Access:	https://ieeexplore.ieee.org/document/10704043/