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Nonlinear filtering techniques based on the theory of robust estimation are introduced. Some deterministic and asymptotic properties are derived. The proposed denoising methods are optimal over the Huber /spl epsi/-contaminated normal neighborhood and are highly resistant to outliers. Experimental results showing a much improved performance of the proposed filters in the presence of Gaussian and heavy-tailed noise are analyzed and illustrated.
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Hamza et al. (2001) studied this question.
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