On minimax robustness: A general approach and applications
DOI10.1109/TIT.1984.1056876zbMATH Open0544.93064DBLPjournals/tit/VerduP84WikidataQ61603124 ScholiaQ61603124MaRDI QIDQ3335644FDOQ3335644
Authors: Sergio Verdú, H. Vincent Poor 
Publication date: 1984
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
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matched filteringWiener filteringmodeling uncertaintiesminimax robust filteroutput energy filteringquadratic detection
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Minimax procedures in statistical decision theory (62C20) Sensitivity (robustness) (93B35) Identification in stochastic control theory (93E12)
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