Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49360
Authors: 
Fried, Roland
Bernholt, Thorsten
Gather, Ursula
Year of Publication: 
2004
Series/Report no.: 
Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,10
Abstract: 
Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but they deteriorate in trend periods. FIR median hybrid (FMH) filters are more flexible and also preserve shifts, but they are much more vulnerable to outliers. Application of robust regression methods, in particular of the repeated median, has been suggested for removing subsequent outliers from a signal with trends. A fast algorithm for updating the repeated median in linear time using quadratic space is given in Bernholt and Fried (2003). We construct repeated median hybrid filters to combine the robustness properties of the repeated median with the edge preservation ability of FMH filters. An algorithm for updating the repeated median is presented which needs only linear space. We also investigate analytical properties of these filters and compare their performance via simulations.
Subjects: 
Signal extraction
Drifts
Jumps
Outliers
Update algorithm
Document Type: 
Working Paper

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