Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties

Mathematical Programming

Volumn 107, Issue 1-2, 2006, Pages 155-187

  Beck, Amir ^a   Ben Tal, Aharon ^a   Eldar, Yonina C ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Block Circulant Matrices; Discrete Fourier Transform; Minimax Mean Squared Error; Multiple Observations; Robust Estimation; Semidefinite Programming

Indexed keywords

ERROR ANALYSIS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PARAMETER ESTIMATION; SIGNAL THEORY;

BLOCK CIRCULANT MATRICES; DISCRETE FOURIER TRANSFORM; MINIMAX MEAN-SQUARED ERROR; MULTIPLE OBSERVATIONS; ROBUST ESTIMATION; SEMIDEFINITE PROGRAMMING;

LINEAR SYSTEMS;

EID: 33644665380     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0683-3     Document Type: Article

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