Bayesian robust optimal linear filters

Signal Processing

Volumn 81, Issue 12, 2001, Pages 2503-2521

  Grigoryan, Artyom M ^a   Dougherty, Edward R ^b  

^a University of San Antonio   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Canonical expansion; Minimax robust filter; Optimal linear filter; Robust filter; Wiener filter

Indexed keywords

ERROR ANALYSIS; PROBABILITY DISTRIBUTIONS; SIGNAL PROCESSING; STATE SPACE METHODS; WHITE NOISE;

OPTIMAL LINEAR FILTERS;

ELECTRIC FILTERS;

EID: 0035575776     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(01)00144-X     Document Type: Article

References (21)

1. Minimax robust deconvolution filters under stochastic parametric and noise uncertainties
2. Robust multiple-input matched filtering: Frequency and time-domain results
3. Robust optimal granulometric bandpass filters
4. Design and analysis of robust binary filters in the context of a prior distribution for the states of nature
5. Robust Wiener filters
6. Stable detection when the signal and spectrum of normal noise are inaccurately known
7. Robust detection of a known signal in nearly Gaussian noise
8. On robust Wiener filtering
9. The rate-distortion function on classes of sources determined by spectral capacities
10. Robust matched filters
11. Minimax state estimation for linear stochastic systems with noise uncertainty
12. The application of canonical expansions of random functions to the determination of the optimal linear system
13. Integral canonical representations of random functions and their application to the determination of optimal linear systems
14. Robust Wiener-Kolmogorov theory
15. Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
16. On minimax robustness: A general approach and applications
17. Linear filter optimization with game theory considerations
18. Robust design of envelope-constrained filters in the presence of input uncertainty