Minimax MSE estimation of deterministic parameters with noise covariance uncertainties

DOI10.1109/TSP.2005.861086zbMath1373.94573MaRDI QIDQ4587632

Yonina C. Eldar

Publication date: 30 October 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (4)

Methods for minimax estimation under elementwise covariance uncertainty ⋮ Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays ⋮ Minimax robust optimal estimation fusion for distributed multisensor systems with a relative entropy uncertainty ⋮ Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties

This page was built for publication: Minimax MSE estimation of deterministic parameters with noise covariance uncertainties