Some results in robust Wiener filtering

Several aspects of the problem of designing Wiener filters which are robust or insensitive to deviations in assumed signal and noise spectra are considered. Procedures are developed for searching for both unrealizable and realizable robust designs within a general framework, and these results are seen to be generalizations of previously-established design procedures. By considering classes of spectra which satisfy power constraints, it is also seen that results from the theory of robust hypothesis testing can be applied to yield solutions to the robust filtering problem for this case.