Minimax MSE-ratio estimation with signal covariance uncertainties

DOI10.1109/TSP.2005.843701MaRDI QIDQ5355684zbMATH OpenFDO

Authors Y. C. Eldar, Neri Merhav

Publication date 20 September 2017

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

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Cited in

(5)

• Performance of the stochastic MV-PURE estimator in highly noisy settings
• Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensors
• Maximum likelihood estimation via the extended covariance and combined square-root filters
• Minimax robust nonstationary signal estimation based on a \(p\)-point uncertainty model
• LMI-based minimax estimation and filtering under unknown covariances

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