On Robust Estimation of Power Spectra

Abstract

Let us consider the problem of robust spectral density estimation. Conventional methods to obtain estimates of spectral density function are not robust in the presence of outlying observations. We present different methods to robustly estimate the spectral density function that are insensitive against outliers. The proposed methods are applied to simulated and real data and the results are compared. As a special practical application we focus on the frequency-domain analysis of short-term heart rate variability measurements of diabetes patients.