Minimax MSE estimation of deterministic parameters with noise covariance uncertainties

DOI10.1109/TSP.2005.861086zbMATH Open1373.94573MaRDI QIDQ4587632FDOQ4587632

Y. C. Eldar

Publication date: 30 October 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (7)

• Estimation in Gaussian Noise: Properties of the Minimum Mean-Square Error
• LMI-based minimax estimation and filtering under unknown covariances
• Methods for minimax estimation under elementwise covariance uncertainty
• Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays
• Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
• Performance of the stochastic MV-PURE estimator in highly noisy settings
• Minimax robust optimal estimation fusion for distributed multisensor systems with a relative entropy uncertainty

This page was built for publication: Minimax MSE estimation of deterministic parameters with noise covariance uncertainties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4587632)