Title :
Continuous l∞ minimax filtering
Author :
Gollamudi, Sridhar ; Huang, Yih-Fang
Author_Institution :
Dept. of Electr. Eng., Notre Dame Univ., IN, USA
Abstract :
In this paper, we formulate the continuous l∞ minimax filtering problem, which has several practical applications in optimal worst-case filter design. Given a continuous minimax problem, we show that a discrete l∞ minimax filtering problem can be constructed that yields the same solution as the original continuous problem with probability one. Several practical applications of the continuous l∞ minimax filter are also presented
Keywords :
adaptive filters; digital filters; filtering theory; minimax techniques; polynomial approximation; probability; adaptive algorithms; continuous l∞ minimax filtering; discrete minimax filtering; minimax filtering problem; optimal worst-case filter design; probability; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Cost function; Filtering; Minimax techniques; Recursive estimation; Stochastic processes;
Conference_Titel :
Circuits and Systems, 2000. Proceedings. ISCAS 2000 Geneva. The 2000 IEEE International Symposium on
Conference_Location :
Geneva
Print_ISBN :
0-7803-5482-6
DOI :
10.1109/ISCAS.2000.856137
