Robust Wiener filters for random signals in correlated noise (Corresp.)

DOI10.1109/TIT.1983.1056700zbMath0506.60042MaRDI QIDQ4743512

Saleem A. Kassam, George V. Moustakides

Publication date: 1983

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

zbMATH Keywords

minimax robust Wiener filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Unnamed Item, Robust filtering and feedforward control based on probabilistic descriptions of model errors