“…However, it is well known that least squaresbased estimators are highly sensitive to outliers present in the measurement vector, leading to a poor performance *Correspondence: rafael.carrillo@epfl.ch 1 Signal Processing Laboratory (LTS5), Ecole Polytechnique Fédérale de Lausanne (EPFL), 1015 Lausanne, Switzerland Full list of author information is available at the end of the article when the noise does not follow the Gaussian assumption and is, instead, better characterized by heavier-thanGaussian-tailed distributions [11][12][13][14]. A broad spectrum of applications exists in which such processes emerge, including wireless and power line communications, teletraffic, hydrology, geology, atmospheric noise compensation, economics, and image and video processing (see [14][15][16] and references therein).…”