Robust Estimation of Power Spectra
功率谱的稳健估计
Summary Outliers in time series can play havoc with conventional power spectrum density estimation techniques when the spectrum features of interest consist of one or more peaks of relatively low amplitude. Furthermore, the outliers need not be large relative to the scale of the process in order to have considerable impact on the estimate; they only need to be large relative to the scale of the innovations process. Following a tutorial review of the central notions of…