Minimax estimation of unknown deterministic signals in colored noise

DOI10.1109/18.9764zbMath0656.94001OpenAlexW1975361528MaRDI QIDQ3804596

Randall K. Bahr, James Antonio Bucklew

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/18.9764

zbMATH Keywords

discrete Fourier transformwhite noisemean square errorcolored noiserandom noisesuboptimal filterlinear noncausal estimatorcontinuous power spectral densityworst-case Wiener filter problem

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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