• DocumentCode
    1219312
  • Title

    Frequency domain analysis of a family of minimax signal estimators

  • Author

    Sherman, Peter J.

  • Author_Institution
    Sch. of Mech. Eng., Purdue Univ., West Lafayette, IN, USA
  • Volume
    36
  • Issue
    3
  • fYear
    1988
  • fDate
    3/1/1988 12:00:00 AM
  • Firstpage
    400
  • Lastpage
    405
  • Abstract
    A minimax estimator of the mean of x~N(θ, Rn) is evaluated, where Rn is Toeplitz. The problem can be viewed as estimating a signal θ that has been corrupted by additive wide-sense stationary noise. The evaluation is carried out using a frequency-domain approach that yields advantages in design and analysis. In particular, counterintuitive performance of an entire class of minimax forms is discovered when R n is not diagonal. A numerical example is presented to demonstrate the performance
  • Keywords
    estimation theory; frequency-domain analysis; minimax techniques; signal processing; additive wide-sense stationary noise; counterintuitive performance; frequency domain analysis; minimax signal estimators; Additive noise; Eigenvalues and eigenfunctions; Frequency domain analysis; Frequency estimation; Maximum likelihood estimation; Minimax techniques; Signal analysis; Signal processing; Working environment noise; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/29.1537
  • Filename
    1537
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1219312