Robust Competitive Estimation With Signal and Noise Covariance Uncertainties

DOI10.1109/TIT.2006.881749MaRDI QIDQ3547958zbMATH OpenFDO

Authors Y. C. Eldar

Publication date 21 December 2008

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

Full work available at URL https://doi.org/10.1109/TIT.2006.881749

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(7)

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• Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
• Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty
• Competitive Robust Estimation for Uncertain Linear Dynamic Models
• scientific article; zbMATH DE number 2161749 (Why is no real title available?)
• Robust maximum likelihood estimation in the linear model
• Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm

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