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4.1.3

Redefinition of M Estimator

 

Resemblances between M estimation with outliers and adaptive smoothing with discontinuities have been noted by several authors [Besl et al. 1988 ; Shulman and Herve 1989 ; Black and Anandan 1993 ; Black and Rangarajan 1994 ; Li 1995a]. We can compare the M estimator with the DA model studied in Chapter 3. The influence of the datum on the estimate f is proportional to . This compares to the smoothing strength given after equ.(). A very large value, due to being far from f, are likely an outlier. This is similar to saying that very large value is likely due to a step (discontinuity) in the signal there. The resemblance suggests that the definition of the DA model can also be used to define M estimators [Li 1995e].

We replace the scale estimate in the M estimator by a parameter and choose to use the adaptive interaction function   and the adaptive potential function   for the M estimation. However, needs only be continuous for the location estimation from discrete data. Theoretically, the definitions give an infinite number of suitable choices of the M estimators. Table 3.2.1 and Fig.3.1 showed four such possibilities.   With and , we can define the energy under as

and thereby the minimum energy estimate

This defines a class of M estimators which are able to deal with outliers as the traditional M Estimators are. Its performance in the solution quality is significantly enhanced by the use of an annealing procedure.