A competitive minimax approach to robust estimation of random parameters

IEEE Transactions on Signal Processing

Volumn 52, Issue 7, 2004, Pages 1931-1946

  Eldar, Yonina C ^a   Merhav, Neri ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION;

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

SIGNAL FILTERING AND PREDICTION;

EID: 3142711365     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2004.828931     Document Type: Article

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