Minimax MSE-ratio estimation with signal covariance uncertainties

IEEE Transactions on Signal Processing

Volumn 53, Issue 4, 2005, Pages 1335-1347

  Eldar, Yonina C ^a   Merhav, Neri ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Covarience uncertainties; Linear estimation; Mean squared error; Minimax regret; Robust estimation; Semidefinite programming

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS; VECTORS;

COVARIANCE UNCERTAINTIES; LINEAR ESTIMATION; MEAN SQUARED ERROR; MINIMAX REGRET; ROBUST ESTIMATION; SEMIDEFINITE PROGRAMMING;

SIGNAL PROCESSING;

EID: 17444429572     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.843701     Document Type: Article

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