Cart (Loading....) | Create Account
Close category search window

Minimax estimation of unknown deterministic signals in colored noise

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Bahr, R.K. ; Dept. of Electr. & Comput. Eng., Arizona Univ., Tucson, AZ, USA ; Bucklew, J.A.

The estimation of a deterministic signal corrupted by random noise is considered. The strategy is to find a linear noncausal estimator which minimizes the maximum mean square error over an a priori set of signals. This signal set is specified in terms of frequency/energy constraints via the discrete Fourier transform. Exact filter expressions are given for the case of additive white noise. For the case of additive colored noise possessing a continuous power spectral density, a suboptimal filter is derived whose asymptotic performance is optimal. Asymptotic expressions for the minimax estimator error are developed for both cases. The minimax filter is applied to random data and is shown to solve asymptotically a certain worst-case Wiener filter problem

Published in:

Information Theory, IEEE Transactions on  (Volume:34 ,  Issue: 4 )

Date of Publication:

Jul 1988

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.