Robust techniques for signal processing: A survey
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Publication:3685904
DOI10.1109/PROC.1985.13167zbMATH Open0569.62084WikidataQ61603122 ScholiaQ61603122MaRDI QIDQ3685904FDOQ3685904
Authors: Saleem A. Kassam, H. Vincent Poor 
Publication date: 1985
Published in: Proceedings of the IEEE (Search for Journal in Brave)
Recommendations
predictionsurveyapplicationsfilteringquantizationbibliographydetectionrobust methodsbinary hypothesis testinglinear estimatorsnonlinear estimatorsminimax robust signal processing
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10)
Cited In (75)
- Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
- Minimax-robust filtering problem for stochastic sequences with stationary increments
- On minimax interpolation of stationary sequences
- Minimax optimal sequential hypothesis tests for Markov processes
- A review of NQR signal processing and analysis techniques
- MI-based robust waveform design in radar and jammer games
- Robust hypothesis testing for asymmetric nominal densities under a relative entropy tolerance
- Robust model-based signal analysis and identification
- Universal prediction of random binary sequences in a noisy environment
- Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise
- Robust filtering for a class of nonlinear stochastic systems with probability constraints
- Estimation problems for periodically correlated isotropic random fields
- \(\mathcal H_2\) optimal robust filtering
- Robust filtering of process in the stationary difference stochastic system
- Robust filtering and feedforward control based on probabilistic descriptions of model errors
- Noise benefits to robust M-estimation of location in dependent observations
- Robust real-time identification of linear systems with correlated noise
- Minimax filtering of sequences with periodically stationary increments
- Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state
- Doubly iteratively reweighted algorithm for constrained compressed sensing models
- Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
- Minimax-robust filtering of functionals from periodically correlated random fields
- Minimax estimation by probabilistic criterion
- On the robustness of the Bayes and Wiener estimators under model uncertainty
- Truncated sequential CFAR detectors using weighted sign and weighted conditional sign tests
- Generalized maximum a posteriori processing of multichannel images and applications
- Optimal deconvolution filter design under parameters perturbation in transmission channels
- Minimax linear filtering of random sequences with uncertain covariance function
- An adaptive control algorithm for linear systems having unknown time delay
- Performance bounds for mismatched decision schemes with Poisson process observations
- Extrapolation of periodically correlated stochastic processes observed with noise
- Minimax robust nonstationary signal estimation based on a \(p\)-point uncertainty model
- Robust real-time algorithms for identification of linear multivariable time-varying systems
- On optimal estimations with minimum error entropy criterion
- Robust detection and estimation in dynamic systems and statistical signal processing: intersections, parallel paths and applications
- 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
- Identifiability of the stochastic semi-blind deconvolution problem for a class of time-invariant linear systems
- A differential geometric approach toward robust signal detection
- Huber's minimax approach in distribution classes with bounded variances and subranges with applications to robust detection of signals
- Title not available (Why is that?)
- A class of truncated sequential nonparametric tests with constant boundaries: Design and Performance
- Robust Wiener filtering with non-parametric spectral uncertainty
- Stability of trigonometric approximation in \(L^p\) and applications to prediction theory
- Performance of the stochastic MV-PURE estimator in highly noisy settings
- Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
- Minimax-statistical approach to increasing reliability of measurement information processing
- Title not available (Why is that?)
- Minimax control of a process in a linear uncertain-stochastic system with incomplete data
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers
- Minimax filtration of linear transformations of stationary sequences
- State estimation with probability constraints
- Robust waveform design based on bisection and maximum marginal allocation methods with the concept of information entropy
- Robust prediction and interpolation for vector stationary processes
- On minimax filtration of vector processes
- Robust performance optimization of open loop type problems using models from standard identification
- Minimax control under a bound on the partial covariance sequence of the disturbance
- Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty
- Some Problems of Estimation From Noisy Data
- Minimax and Bayes estimation in deconvolution problem
- Minimax prediction of random processes with stationary increments from observations with stationary noise
- Stochastic Wiener filter in the white noise space
- Filtering of multidimensional stationary sequences with missing observations
- Minimax interpolation of stochastic processes with stationary increments from observations with noise
- Robust detection of a weak signal with redescending \(M\)-estimators: a comparative study
- Estimates of functionals constructed from random sequences with periodically stationary increments
- Linear models based on noisy data and the Frisch scheme
- Extrapolation of transformations of random processes perturbed by white noise
- A novel robust MM filter against outliers
- Minimax interpolation of harmonizable sequences
- Asymptotically stable detection of a weak signal
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- Minimax prediction problem for multidimensional stationary stochastic processes
- Interpolation of stationary sequences observed with a noise
- Applications of H∞ optimization method to envelope-constrained IIR filter design
- Conditional minimax filtering of processes in nonlinear stochastic systems
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