Generalized Hampel Filters

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dc.contributor Aalto-yliopisto fi
dc.contributor Aalto University en
dc.contributor.author Pearson, Ronald K.
dc.contributor.author Neuvo, Yrjö
dc.contributor.author Astola, Jaakko
dc.contributor.author Gabbouj, Moncef
dc.date.accessioned 2017-05-31T05:58:03Z
dc.date.available 2017-05-31T05:58:03Z
dc.date.issued 2016-12-01
dc.identifier.citation Pearson , R K , Neuvo , Y , Astola , J & Gabbouj , M 2016 , ' Generalized Hampel Filters ' Eurasip Journal on Advances in Signal Processing , vol 2016 , 87 , pp. 1-18 . DOI: 10.1186/s13634-016-0383-6 en
dc.identifier.issn 1687-6172
dc.identifier.issn 1687-6180
dc.identifier.other PURE UUID: 33ac354b-d9aa-4b41-b092-1e60faea5496
dc.identifier.other PURE ITEMURL: https://research.aalto.fi/en/publications/generalized-hampel-filters(33ac354b-d9aa-4b41-b092-1e60faea5496).html
dc.identifier.other PURE LINK: http://www.scopus.com/inward/record.url?scp=84981165367&partnerID=8YFLogxK
dc.identifier.other PURE FILEURL: https://research.aalto.fi/files/13003265/art_10.1186_s13634_016_0383_6.pdf
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/26498
dc.description.abstract The standard median filter based on a symmetric moving window has only one tuning parameter: the window width. Despite this limitation, this filter has proven extremely useful and has motivated a number of extensions: weighted median filters, recursive median filters, and various cascade structures. The Hampel filter is a member of the class of decsion filters that replaces the central value in the data window with the median if it lies far enough from the median to be deemed an outlier. This filter depends on both the window width and an additional tuning parameter t, reducing to the median filter when t=0, so it may be regarded as another median filter extension. This paper adopts this view, defining and exploring the class of generalized Hampel filters obtained by applying the median filter extensions listed above: weighted Hampel filters, recursive Hampel filters, and their cascades. An important concept introduced here is that of an implosion sequence, a signal for which generalized Hampel filter performance is independent of the threshold parameter t. These sequences are important because the added flexibility of the generalized Hampel filters offers no practical advantage for implosion sequences. Partial characterization results are presented for these sequences, as are useful relationships between root sequences for generalized Hampel filters and their median-based counterparts. To illustrate the performance of this filter class, two examples are considered: one is simulation-based, providing a basis for quantitative evaluation of signal recovery performance as a function of t, while the other is a sequence of monthly Italian industrial production index values that exhibits glaring outliers. en
dc.format.extent 1-18
dc.format.mimetype application/pdf
dc.language.iso en en
dc.relation.ispartofseries Eurasip Journal on Advances in Signal Processing en
dc.relation.ispartofseries Volume 2016 en
dc.rights openAccess en
dc.subject.other Hardware and Architecture en
dc.subject.other Signal Processing en
dc.subject.other Electrical and Electronic Engineering en
dc.subject.other 113 Computer and information sciences en
dc.title Generalized Hampel Filters en
dc.type A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä fi
dc.description.version Peer reviewed en
dc.contributor.department DataRobot
dc.contributor.department Research and Innovation Services
dc.contributor.department Tampere University of Technology
dc.subject.keyword Hardware and Architecture
dc.subject.keyword Signal Processing
dc.subject.keyword Electrical and Electronic Engineering
dc.subject.keyword 113 Computer and information sciences
dc.identifier.urn URN:NBN:fi:aalto-201705315113
dc.identifier.doi 10.1186/s13634-016-0383-6
dc.type.version publishedVersion


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