Efficient algorithms and structures for robust signal processing

During the past 7 months, the research efforts supported by this grant have concentrated on robust estimation techniques for autoregressive models and some related system theoretic problems associated with parameter estimation problems for time series models. The motivation for this work arises from applications in signal processing such as linear predictive signal modeling, signal detection, and spectral analysis. The overall goal of this research has been to put together ideas and techniques from statistics, signal processing, and system theory to bring new perspectives to such problems.