Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise (Q1105540)
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scientific article; zbMATH DE number 4059247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise |
scientific article; zbMATH DE number 4059247 |
Statements
Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise (English)
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1987
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The best (minimax) frequency response of an interpolation filter according to a mean-square performance criterion is sought for the case that the signal and the measurement noise have components for which only the moment inequalities are known that are satisfied by their spectral measures. Sufficient conditions are obtained for the existence of a saddle point of the estimation error variance functional, and an analytical expression is presented for the latter. Illustrative examples are also given.
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best (minimax) frequency response
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interpolation filter
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mean-square performance criterion
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spectral measures
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estimation error variance functional
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0.8092746138572693
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0.8058305978775024
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0.8049067854881287
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