Stochastic Expectation Maximization for Robust State-Space Radio Interferometric Imaging (opens in new tab)

State--space models provide a flexible framework for analyzing dynamical systems, yet they often rely on Gaussian assumptions that fail to capture heavy-tailed or outlier-prone measurement noise. We propose a robust estimation scheme for linear state--space models subject to compound-Gaussian noise, as encountered for instance in radio interferometry affected by radio-frequency interference (RFI). The method relies on a Stochastic Approximatio...