Signal Subspace Methods Which Are Robust to Impulsive Noise
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We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace can be estimated with the contaminated observations discarded. To this end, we employ a signal model which explicitly includes an interference term that is distinct from environmental noise. To detect when the interference term is nonzero, we estimate the interference term using an optimization problem with a sparsity-inducing group SLOPE penalty which accounts for simultaneous sparsity across all channels of the multichannel signal. We propose an iterative algorithm which efficiently computes the observations estimated to contain interference. Theoretical support for the accuracy of our interference estimator is provided by bounding its false discovery rate, the expected proportion of uncontaminated observations among those estimated to be contaminated. Finally, we demonstrate the empirical performance of our contributions in a number of simulated experiments.
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