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Robust estimation with applications to phase and envelope estimation in frequency selective wireless fading channels

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3 Author(s)
Socratous, Y. ; Depart. of Electr. & Comp. Eng., Univ. of Cyprus, Nicosia ; Charalambous, C.D. ; Georghiades, C.N.

This paper derives robust minimax estimators for a class of uncertain models. The uncertainty is described by a relative entropy constraint between the unknown joint distribution and a fixed nominal joint distribution. The maximization is addressed using variational methods, while the minimization is addressed using the concept of a sufficient statistic, which is an unnormalized version of the a posteriori density. The theory developed is applied to multipath fading wireless channels, to derive minimax envelope and phase estimates. Related results are also derived when the uncertainty shrinks to zero.

Published in:

Information Theory, 2008. ISIT 2008. IEEE International Symposium on

Date of Conference:

6-11 July 2008