Robustizing robust M-estimation using deterministic annealing

Robustizing Robust M-Estimation Using Deterministic Annealing S. Z. Li School of Electrical and Electronic Engineering Nanyang Technological University Singapore 639798 [email protected] ABSTRACT This paper presents a modi ed robust M-estimator referred to as annealing M-estimator (AM-estimator) to avoid problems with M-estimator. The AM-estimator combines the annealing technique into the M-estimator. It has the following advantages: It gives the global solution regardless of the initialization. It involves no scale estimator nor free parameters, avoiding the unreliability therein. Nor does it need order statistics such as the median and hence no sorting. Experimental results show that the AM-estimator is very stable and has an elegant behavior w.r.t. percentage of outliers and noise variance.