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Volumn 2005, Issue , 2005, Pages 101-104

Probability-constrained approach to estimation of random Gaussian parameters

Author keywords

[No Author keywords available]

Indexed keywords

ERROR ANALYSIS; LINEAR SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; ROBUSTNESS (CONTROL SYSTEMS); SIGNAL PROCESSING; VECTORS; WAVE FILTERS;

EID: 33747231276     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CAMAP.2005.1574194     Document Type: Conference Paper
Times cited : (7)

References (12)
  • 3
    • 0021388394 scopus 로고
    • Robust Wiener-Kolmogorov theory
    • Mar
    • K. S. Vastola and H. V. Poor, "Robust Wiener-Kolmogorov theory," IEEE Trans. Inform. Theory, vol. IT-30, pp. 316327, Mar. 1984.
    • (1984) IEEE Trans. Inform. Theory , vol.IT-30 , pp. 316327
    • Vastola, K.S.1    Poor, H.V.2
  • 4
    • 3142711365 scopus 로고    scopus 로고
    • A competitive minimax approach to robust estimation of random parameters
    • July
    • Y. C. Eldar and N. Merhav, "A competitive minimax approach to robust estimation of random parameters," IEEE Trans. Signal Processing, vol. 52, pp. 1931-1946, July, 2004.
    • (2004) IEEE Trans. Signal Processing , vol.52 , pp. 1931-1946
    • Eldar, Y.C.1    Merhav, N.2
  • 5
    • 0000056062 scopus 로고
    • Optimal filtering of square-integrable signals in Gaussian noise
    • M. S. Pinsker, "Optimal filtering of square-integrable signals in Gaussian noise," Problems Inform. Trans., vol. 16, pp. 120-133, 1980.
    • (1980) Problems Inform. Trans , vol.16 , pp. 120-133
    • Pinsker, M.S.1
  • 6
    • 84961472735 scopus 로고
    • Minimax estimators for linear models with nonrandom disturbances
    • V. L. Girko and N. Christopeit, "Minimax estimators for linear models with nonrandom disturbances," Random Operators and Stochastic Equations, vol. 3, no. 4, pp. 361-377, 1995.
    • (1995) Random Operators and Stochastic Equations , vol.3 , Issue.4 , pp. 361-377
    • Girko, V.L.1    Christopeit, N.2
  • 7
    • 11844289605 scopus 로고    scopus 로고
    • Robust meansquared error estimation in the presence of model uncertainties
    • Jan
    • Y. C. Eldar, A. Ben-Tal, and A. Nemirovski, "Robust meansquared error estimation in the presence of model uncertainties ," IEEE Trans. Signal Processing, vol. 53, pp. 168-181, Jan. 2005.
    • (2005) IEEE Trans. Signal Processing , vol.53 , pp. 168-181
    • Eldar, Y.C.1    Ben-Tal, A.2    Nemirovski, A.3
  • 8
    • 0003410675 scopus 로고
    • Dordrecht, Netherlands: Kluwer Academic Publishers
    • A. Prékopa, Stochastic Programming. Dordrecht, Netherlands: Kluwer Academic Publishers, 1995.
    • (1995) Stochastic Programming
    • Prékopa, A.1
  • 9
    • 33846629504 scopus 로고    scopus 로고
    • Convex approximations of chance constrained programs
    • submitted
    • A. Nemirovski and A. Shapiro, "Convex approximations of chance constrained programs," SIAM Journal on Optimization, (submitted 2004).
    • (2004) SIAM Journal on Optimization
    • Nemirovski, A.1    Shapiro, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.