Abstract: This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.
Abstract: Most of the well known methods for generating
Gaussian variables require at least one standard uniform distributed
value, for each Gaussian variable generated. The length of the
random number generator therefore, limits the number of
independent Gaussian distributed variables that can be generated
meanwhile the statistical solution of complex systems requires a
large number of random numbers for their statistical analysis. We
propose an alternative simple method of generating almost infinite
number of Gaussian distributed variables using a limited number of
standard uniform distributed random numbers.