The worst additive noise under a covariance constraint

DOI10.1109/18.959289zbMATH Open1021.94515OpenAlexW2144094762MaRDI QIDQ4544756FDOQ4544756

Authors: Thomas M. Cover, Suhas N. Diggavi 

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/51a530d8be62e20b5194812f333bd106c445049c

Recommendations

• An additive approximation to multiplicative noise
• Asymptotically efficient estimation of a signal in unknown additive noise
• Cramer-Rao bounds for deterministic signals in additive and multiplicative noise
• Worst case additive noise for binary-input channels and zero-threshold detection under constraints of power and divergence
• scientific article; zbMATH DE number 963180
• Stochastic approximation with non-additive measurement noise
• Estimation of constrained parameters in a linear model with multiplicative and additive noise
• A new estimator for an unknown signal imbedded in additive Gaussian noise
• CONSTRUCTIVE ACTION OF ADDITIVE NOISE IN OPTIMAL DETECTION

zbMATH Keywords

Burg's theoremmaximum entropy noisemutual information gameworst additive noise

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Signal detection and filtering (aspects of stochastic processes) (60G35) Coding theorems (Shannon theory) (94A24) Other game-theoretic models (91A40)

Cited In (1)

• Saddle-point properties and Nash equilibria for channel games

This page was built for publication: The worst additive noise under a covariance constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4544756)