Suitable is the best: Least absolute deviation algorithm under high-mobility non-Gaussian noise environments

Image restoration problems are often solved by finding the minimizer of a suitable objective function. Usually this function consists of a data-fitting term and a regularization term. For the least squares solution, both the data-fitting and the regularization terms are in the ℓ2 norm. In this paper, we consider the least absolute deviation (LAD) solution and the least mixed norm (LMN) solution. For the LAD solution, both the data-fitting and the regularization terms are in the ℓ1 norm. For the LMN solution, the regularization term is in the ℓ1 norm but the data-fitting term is in the ℓ2 norm. The LAD and the LMN solutions are formulated as the solutions of a linear and a quadratic programming problems respectively, and solved by interior point methods. At each iteration of the interior point method, a structured linear system must be solved. The preconditioned conjugate gradient method with factorized sparse inverse preconditioners is employed to such structured inner systems. Experimental results are used to demonstrate the effectiveness of our approach. We also show the quality of the restored images using the minimization of ℓ1 norm/mixed ℓ1 and ℓ2 norms is better than that using ℓ2 norm approach.

The Gaussian noise profile has been demonstrated to be an inaccurate model in several antenna beamforming problems. Many available beamformers are based on second-order statistics and their efficiency degrades significantly due to impulsive noise existed in the received signal. Therefore, a demand exists for attention to address beamforming problems under nonGaussian noise environments. According to the robust performance of information theoretic learning (ITL) criteria in nonGaussian environments, we propose a linearly constrained version of maximum correntropy learning algorithm in order to solve beamforming problem in presence of nonGaussian and impulsive noises. Simulation results of the proposed adaptive beamformer are provided to illustrate its accurate and resistant performance in comparison with conventional second-order-moment-based beamformers.

Spectrum sensing is important for a cognitive radio (CR) system to protect primary users (PUs) from harmful interference. At present, most of the existing sensing schemes are proposed in Gaussian noise environments. Nevertheless, a CR system actually also suffers from non-Gaussian noise, such as man-made impulsive noise, ultrawideband interference and co-channel interference. In this article, to handle the degradation of detection performance in non-Gaussian impulsive noise environments, a robust spectrum sensing scheme named hyperbolic tangent-based energy detector (HT-ED) is proposed. The hyperbolic tangent function is applied to suppress the impulsive noise by the nonlinear behavior, but without restraining the normal noise by the linear behavior. This property enables the new method to achieve the good detection performance in both Gaussian and non-Gaussian noise environments. In addition, it is similar to an energy detector, the new detector does not need to know the characteristics of the PU's signal. The performance analysis of the proposed HT-ED scheme is also presented. The simulation results show the HT-ED is robust against impulsive noise, which is modeled as Laplace or α-stable noise. Moreover, the HT-ED provides a superior detection performance compared with the other existing relative methods in a wide range of non-Gaussian noise.

This study addresses the state estimation problem for the preceding vehicle in vehicle-to-vehicle (V2V) cooperative perception, with the objective of balancing estimation accuracy against communication load under constraints of limited bandwidth and non-Gaussian noise interference. To this end, an extended Kalman filtering algorithm is proposed that integrates an event-triggered (ET) mechanism with the maximum correntropy criterion (MCC). The event-triggered mechanism adaptively regulates communication frequency, significantly reducing network load while preserving estimation performance. Meanwhile, the maximum correntropy criterion enhances the filter’s robustness against non-Gaussian noise, enabling high-precision state estimation under limited communication resources. Simulation results under double lane-change and continuous sinusoidal steering scenarios show that, compared to conventional extended Kalman filtering and existing event-triggered robust filtering methods, the proposed algorithm achieves better estimation accuracy and stability in non-Gaussian noise environments. Moreover, it reduces the average communication load by approximately 68% without compromising estimation performance. This work provides an effective solution for state estimation in V2V cooperative perception that combines high robustness with high communication efficiency.

Least absolute deviation (LAD) is a well-known criterion to fit statistical models, but little is known about LAD estimation in structural equation modeling (SEM). To address this gap, the authors use the LAD criterion in SEM by minimizing the sum of the absolute deviations between the observed and the model-implied covariance matrices. Using Monte Carlo simulations, the authors compare the performance of this LAD estimator along several dimensions (bias, efficiency, convergence, frequencies of improper solutions, and absolute percentage deviation) to the full information maximum likelihood (ML) and unweighted least squares (ULS) estimators in structural equation modeling. The results for LAD are mixed: There are special conditions under which the LAD estimator outperforms ML and ULS, but the simulation evidence does not support a general claim that LAD is superior to ML and ULS in small samples.

State of Charge (SOC) estimation plays a crucial role in lithium battery energy storage systems (LBESS). In this paper, we describes a Correntropy Adaptive Unscented Kalman Filter (UKF) algorithms that is able to solve the problem of non-Gaussian noise interference in SOC estimation of LBESS. We believe that the problem of non-Gaussian noise interference will appear widely in power system because Equipment failure or serious electromagnetic interference are increasing common and can cause negative effect for grid. Whereas previous algorithms used mean Square Error (MSE) as the cost function of the UKF too inefficient to deal with non-Gaussian in practice, the algorithm described in this practical: a robust Correntropy Unscented Kalman Filter (UKF) is introduced to improve SOC estimation accuracy in the existence of non-Gaussian noise. Furthermore, this paper combines the advantages of Correntropy and Adaptive filter to improve UKF algorithm, and derives a new robust Kalman Filter, which is called Adaptive C-UKF. The experiment results show that the proposed Adaptive C-UKF method can efficiently improve the estimation accuracy in the non-Gaussian noise environment.

In this paper, the non-recursive estimation algorithm using a batch filter based on particle filtering is developed and utilized for one-dimensional nonlinear example. For comparison study, algorithms of a batch filter based on unscented transformation and generic particle filtering are briefly reviewed and new algorithm of a batch filter based on particle filtering is presented. For verification of presented batch filter's performance, the numerical simulations and the accuracy assessment are achieved and results are compared with those of a batch filter based on unscented transformation for various nonlinear and non-Gaussian environments. The root mean square value of differences between observational values and computed values after convergence is used for precision check of filtering process, estimated initial state value and the difference between true initial state value and estimated initial state value are used for state accuracy check of nonlinear estimation. Large initial state and various type of measurement noise are used for nonlinear and non-Gaussian environments, respectively. Under large initial state error or large non-Gaussian measurement noise, the developed non-recursive estimation algorithm give more robust and accurate estimation results than those of a batch filter based on unscented transformation easily. Finally, the non-recursive batch filter based on particle filtering is effectively applicable for batch estimation problems under nonlinear and non-Gaussian environments.

Least-Mean Square algorithm, or simply the LMS, is generally one of the most commonly used techniques for optimized solution in adaptive schemes especially in the Gaussian environment. However, least mean fourth (LMF) algorithm and its variants, such as normalized LMF (NLMF), perform better in the non-Gaussian environment. The conventional LMF algorithms usually diverge in non-Gaussian environment with dynamic input. Conventionally, regularization is archived by using a small constant compensation term in the denominator of the learning rate to protect the algorithm from divergence. This paper introduces an efficient time-varying regularized normalized least mean fourth (R-NLMF) algorithm. In the proposed algorithm, the regularization term is made time varying and gradient adaptive according to steepest descent approach. Thus the proposed algorithm adapts its learning rate according to the environment and the input signal dynamics. A similar approach, namely Generalized Normalized Gradient Descent (GNGD) algorithm, has been previously applied to the normalized least mean-square (NLMS) algorithm in the Gaussian environment. However, due to its dependence on NLMS, the GNGD algorithm performance degrades in non-Gaussian environment. In order to overcome this problem, an efficient regularized NLMF algorithm for non-Gaussian environment is proposed. The algorithm shows promising results and achieves faster convergence while maintaining lesser steady-state miss-adjustment. Simulations are carried out to support the theoretical development.

Compact representation of signals and images is a key for many applications. Compactness is often achieved through linear transforms with good energy concentration property. We present an adaptive wavelet filter bank with fixed number of vanishing moments, plus additional local adaptation. Proposed adaptation method is conducted at each sample according to the least absolute deviation (LAD) criterion. Fixed vanishing moments provide for polynomial annihilation. Adaptation is aimed to achieve maximum sparseness for a wider class of signals, such as sine waves. LAD criterion results in more accurate adaptation on sudden changes of signal statistics. In this paper, an efficient LAD realization is proposed, in spite of nonexistence of the closed form solution. Combining least squares and LAD criterion, we have achieved unbiased adaptation, robust to noise. Due to its simplicity and acceptable computational speed, the proposed scheme is a good candidate for the real-world applications. In this paper, advantages of the proposed scheme are shown in signal denoising and reconstruction.

In order to identify the parameters of nonlinear Hammerstein model which are contaminated by colored noise and peak noise, the least absolute deviation (LAD) is selected as the objective function to solve the problem of large residual square when the identification data is disturbed by the impulse noise which obeys symmetrical alpha stable (SαS) distribution. However, LAD cannot meet the need of differentiability required by most algorithms. To improve robustness and to solve the nondifferentiable problem, an approximate least absolute deviation (ALAD) objective function is established by introducing a deterministic function to replace absolute value under certain situations. The proposed method is derived from ALAD criterion and extended stochastic gradient method. Due to the differentiability of the objective function, we can get a recursive identification algorithm which is simple and easy to calculate compared with LAD. The convergence of the proposed identification method is also proved by Lyapunov stability theory, and the simulation experiments show that the proposed method has higher accuracy and stronger robustness than the least square (LS) method in the identification of Hammerstein model with colored noise and impulse noise. The impact of impulse noise can be restrained effectively.

In the process of signal and image acquisition and transmission, there is not only the additive white Gaussian noise interference, but also the non-Gaussian noise interference. The performance of a standard reconstruction algorithm, known as compressed sensing, can be significantly reduced if it is used to recover the signal affected by non-Gaussian noise. In this paper, LpLq-ADMM algorithm $(p \in(0,2), q \in(0,1))$ based on alternating direction method of multipliers is proposed to improve the reconstruction accuracy and the robustness of signal and image restoration in impulsive SαS (symmetric α-stable) noise. Lp-norm is used as the loss function term to enhance the data restoration ability in SαS noise and Lq-norm is used as the generalized non-convex penalty term to guarantee the sparsity of the signal. In order to efficiently solve the cost function model with minimum non-convex and nonsmooth, reduce the computational complexity of the objective function and improve the processing ability of high-dimensional data, in this paper, the alternating direction method of multipliers (ADMM) is used to solve the cost function model. The appropriate p and q values are selected via numerical simulation experiments to achieve the optimal reconstruction accuracy and robustness of sparse signals in SαS noise. The reconstruction probability of sparse signals and image recovery performance are analyzed under the optimal p and q values. The simulation results show that LpLq-ADMM algorithm has great noise suppression ability to SαS noise, and its Peak Signal to Noise Ratio (PSNR) and signal recovery probability is higher than other recovery algorithms.

Common econometric estimators such as least squares, least absolute deviations (LAD), instrumental variables, maximum likelihood, and semiparametric estimators are non-robust against data contamination. Despite the known superiority of high-breakdown point (HBP) estimators in such situations, the HBP estimators have rarely been used in economics. This article presents some applications of an HBP estimator called the S-estimator (Rousseeuw and Yohai, Robust and Nonlinear Time Series Analysis (Eds) W.H. Franke and R.D. Martin, Springer-Verlag, NY, pp. 256–72, 1984) to the estimation of a linear regression model and compares the results with those obtained by ordinary least squares (OLS) and LAD methods. It is found that significance of variables as well as signs of coefficient estimates can be quite different under HBP estimation than under OLS and LAD estimation.

Observations at the first opposition are used to determine the orbits of 16 near-Earth asteroids with two or more observed oppositions. The orbits are improved by the differential method. This paper considers two modifications of the improvement technique, which are compared to the classical method based on the principle of the least square method (LSM). The first modification uses the principle of least absolute deviations (LAD). In the second modification, the differences O - C (between the observed and calculated positions) are transformed to fit into a new coordinate system whereby the axes go parallel and perpendicular to the asteroid's apparent path (the modified differential method (MDM)). The orbits determined from one opposition by the classical LSM, LAD, and MDM are compared to a more accurate orbit calculated by the LSM from all the available oppositions. The calculations show that in 13 cases out of 16, the asteroid orbits calculated by LAD are more accurate than those calculated by the classical LSM. The improvement by the modified differential method, which includes the O - C transformation, does not produce any perceptible increase in accuracy when compared to the orbits calculated by the classical method.

In general linear modeling, an alternative to the method of least squares (LS) is the least absolute deviations (LAD) procedure. Although LS is more widely used, the LAD approach yields better estimates in the presence of outliers. In this paper, we examine the performance of LAD estimators for the parameters of the first‐order autoregressive model in the presence of outliers. A simulation study compared these estimates with those given by LS. The general conclusion is that LAD does not deal successfully with additive outliers. A simple procedure is proposed which allows exception reporting when outliers occur.

This chapter focuses on an alternative robust estimation/testing procedure for possibly infinite variance time series models. In the context of inference for heavy-tailed observation, least absolute deviations (LAD) estimators are known to be less sensitive to outliers than the classical least squares regression. This section generalizes the LAD regression-based inference procedure to the self-weighted version, which is a concept originally introduced by Ling (2005) for AR processes. Using the self-weighting method, we extend the generalized empirical likelihood (GEL) method to possibly infinite variance process, and construct feasible and robust estimation/testing procedures. The former half of this chapter provides a brief introduction to the LAD regression method for possibly infinite variance ARMA models, and construct the self-weighted GEL statistic following Akashi (2017). The desirable asymptotic properties of the proposed statistics will be elucidated. The latter half of this chapter illustrates an important application of the self-weighted GEL method to the change point problem of time series models.