Minimax MSE estimation of deterministic parameters with noise covariance uncertainties

IEEE Transactions on Signal Processing

Volumn 54, Issue 1, 2006, Pages 138-145

  Eldar, Yonina C ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Covariance uncertainty; Minimax estimation; Robust estimation

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE; VECTORS;

COVARIANCE UNCERTAINTY; MINIMAX ESTIMATION; ROBUST ESTIMATION;

SIGNAL PROCESSING;

EID: 30344449771     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.861086     Document Type: Article

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