Robust mean-squared error estimation in the presence of model uncertainties

IEEE Transactions on Signal Processing

Volumn 53, Issue 1, 2005, Pages 168-181

  Eldar, Yonina C ^a   Ben Tal, Aharon ^a   Nemirovski, Arkadi ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Data uncertainty; Linear estimation; Mean squared error estimation; Minimax estimation; Robust estimation

Indexed keywords

CONSTRAINT THEORY; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; PARAMETER ESTIMATION; VECTORS;

DATA UNCERTAINTY; LINEAR ESTIMATION; MEAN SQUARED ERROR ESTIMATION; MINIMAX ESTIMATION; ROBUST ESTIMATION;

SIGNAL PROCESSING;

EID: 11844289605     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2004.838933     Document Type: Article

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