Joint likelihood estimation and model order selection for outlier censoring

Abstract This study deals with the problem of outlier censoring from the secondary data in a radar scenario, where the number of outliers is unknown. To this end, a procedure consisting of joint likelihood estimation and statistical model order selection (MOS) is proposed. Since the maximum likeliho...

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Main Author: Seyed Mohammad Karbasi
Format: Article
Language:English
Published: Wiley 2021-06-01
Series:IET Radar, Sonar & Navigation
Subjects:
Online Access:https://doi.org/10.1049/rsn2.12072
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author Seyed Mohammad Karbasi
author_facet Seyed Mohammad Karbasi
author_sort Seyed Mohammad Karbasi
collection DOAJ
description Abstract This study deals with the problem of outlier censoring from the secondary data in a radar scenario, where the number of outliers is unknown. To this end, a procedure consisting of joint likelihood estimation and statistical model order selection (MOS) is proposed. Since the maximum likelihood (ML) estimation of the outlier subset requires to solve a combinatorial problem, an approximate ML (AML) method is employed to reduce the complexity. Therefore, to determine the number of outliers, different MOS criteria based on likelihood function are applied. At the analysis stage, the performance of the proposed methods is assessed based on simulated data. The results highlight that the devised algorithms exhibit satisfactory performance with efficient complexity at the same time.
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spelling doaj.art-317c4f8c101c4601ab860c265b7651c12022-12-22T01:44:23ZengWileyIET Radar, Sonar & Navigation1751-87841751-87922021-06-0115656157310.1049/rsn2.12072Joint likelihood estimation and model order selection for outlier censoringSeyed Mohammad Karbasi0Department of Electrical Engineering Sharif University of Technology Tehran IranAbstract This study deals with the problem of outlier censoring from the secondary data in a radar scenario, where the number of outliers is unknown. To this end, a procedure consisting of joint likelihood estimation and statistical model order selection (MOS) is proposed. Since the maximum likelihood (ML) estimation of the outlier subset requires to solve a combinatorial problem, an approximate ML (AML) method is employed to reduce the complexity. Therefore, to determine the number of outliers, different MOS criteria based on likelihood function are applied. At the analysis stage, the performance of the proposed methods is assessed based on simulated data. The results highlight that the devised algorithms exhibit satisfactory performance with efficient complexity at the same time.https://doi.org/10.1049/rsn2.12072maximum likelihood estimationmodelling
spellingShingle Seyed Mohammad Karbasi
Joint likelihood estimation and model order selection for outlier censoring
IET Radar, Sonar & Navigation
maximum likelihood estimation
modelling
title Joint likelihood estimation and model order selection for outlier censoring
title_full Joint likelihood estimation and model order selection for outlier censoring
title_fullStr Joint likelihood estimation and model order selection for outlier censoring
title_full_unstemmed Joint likelihood estimation and model order selection for outlier censoring
title_short Joint likelihood estimation and model order selection for outlier censoring
title_sort joint likelihood estimation and model order selection for outlier censoring
topic maximum likelihood estimation
modelling
url https://doi.org/10.1049/rsn2.12072
work_keys_str_mv AT seyedmohammadkarbasi jointlikelihoodestimationandmodelorderselectionforoutliercensoring