DocumentCode
936771
Title
Robust Wiener filters for random signals in correlated noise (Corresp.)
Author
Moustakides, George ; Kassam, Saleem A.
Volume
29
Issue
4
fYear
1983
fDate
7/1/1983 12:00:00 AM
Firstpage
614
Lastpage
619
Abstract
Minimax robust Wiener filtering is considered for the case in which the signal and noise spectral-density matrix is not completely specified. Results are obtained for spectral-density matrix classes which are defined by upper and lower bounds on the components of the matrix. These results form an extension of earlier results on robust Wiener filtering for the case of uncorrelated signals and noise.
Keywords
Robust methods; Bayesian methods; Costs; Data analysis; Density functional theory; Equations; Noise robustness; Random variables; Testing; Wiener filter;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1983.1056700
Filename
1056700
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