On minimax robustness: A general approach and applications

DOI10.1109/TIT.1984.1056876zbMath0544.93064WikidataQ61603124 ScholiaQ61603124MaRDI QIDQ3335644

Sergio Verdú, H. Vincent Poor

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

Wiener filteringmatched filteringminimax robust filtermodeling uncertaintiesoutput energy filteringquadratic detection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Minimax procedures in statistical decision theory (62C20) Sensitivity (robustness) (93B35) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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