Robust signal and array processing

Robustness is an important attribute in engineering systems. The paper presents a new notion of robustness as applied to signal and array processing. A filter is termed robust if its output is satisfactory even when there is uncertainty in the input signal shape. The mathematical definitions of `satisfactory¿¿ and `uncertainty¿¿ as used in the present formulation are based on hard inequality constraints. Convergent algorithms and numerical examples are presented and discussed.