An analysis of the effects of spectral uncertainty on Wiener filtering

DOI10.1016/0005-1098(83)90105-XzbMath0534.93062MaRDI QIDQ790784

H. Vincent Poor, Kenneth S. Vastola

Publication date: 1983

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

spectral uncertaintiesWiener filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

Related Items (13)

Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes ⋮ Minimax interpolation of sequences with stationary increments and cointegrated sequences ⋮ Classifier design given an uncertainty class of feature distributions via regularized maximum likelihood and the incorporation of biological pathway knowledge in steady-state phenotype classification ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax-robust filtering of functionals from periodically correlated random fields ⋮ Minimax interpolation of harmonizable sequences ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Interpolation of stationary sequences observed with a noise ⋮ Estimation problems for periodically correlated isotropic random fields ⋮ Some Problems of Estimation From Noisy Data ⋮ On minimax interpolation of stationary sequences ⋮ Extrapolation of multidimensional stationary processes

Cites Work

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• Robust Wiener filters
• Robust linear extrapolations of second-order stationary processes
• Robust sequential detection of signals in noise
• On robust wiener filtering
• Robust hypothesis testing for bounded classes of probability densities (Corresp.)
• An alternative approach to the linear causal least-square filtering theory
• Robust detection of known signals
• A Robust Version of the Probability Ratio Test

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