NDLI: Minimax linear smoothing for capacities: The case of correlated signals and noise

Content Provider	IEEE Xplore Digital Library
Author	Poor, H.
Copyright Year	1963
Abstract	Results of an earlier paper giving minimax linear smoothers for the problem of estimating a homogeneous signal field in an additive orthogonal noise field when both have uncertain spectral properties, are extended to the case in which the signal and noise fields are arbitrarily correlated. As before, spectral uncertainty is modeled by assuming that the spectral measures of the signal and noise fields lie in classes of measures generated by two-alternating Choquet capacities. It is demonstrated that this problem admits a general solution in terms of the Huber-Strassen derivative between the capacities that generate the uncertainty sets, and that the least favorable spectra for smoothing in orthogonal noise are also the least favorable marginal spectra for smoothing in correlated noise. The resulting filter is seen to be a zonal filter that also arises as the solution to an analogous problem in (nonparametric) minimax hypothesis testing. These new results extend the applicability of minimax robust smoothing techniques to application involving signal-dependent noise phenomena, such as multipath and clutter, which are usually difficult to model precisely.
Sponsorship	IEEE Control Systems Society
Starting Page	877
Ending Page	878
Page Count	2
File Size	225558
File Format	PDF
ISSN	00189286
Volume Number	31
Issue Number	9
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1986-09-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Minimax techniques Smoothing methods Additive noise Noise generators Noise measurement Filters Noise robustness Signal generators Testing Estimation error
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

On robust Wiener signal estimation

Minimax MSE-ratio estimation with signal covariance uncertainties

Maximum set estimators with bounded estimation error

Minimax detection for signals with unknown parameters

On minimax optimal linear transforms for detection with side information in Gaussian setup

Robust Competitive Estimation With Signal and Noise Covariance Uncertainties

Robust mean-squared error estimation in the presence of model uncertainties

A minimax receding-horizon estimator for uncertain discrete-time linear systems

Filtering and smoothing in an H/sup infinity / setting

Minimax linear smoothing for capacities: The case of correlated signals and noise

Similar Documents

On robust Wiener signal estimation

Minimax MSE-ratio estimation with signal covariance uncertainties

Maximum set estimators with bounded estimation error

Minimax detection for signals with unknown parameters

On minimax optimal linear transforms for detection with side information in Gaussian setup

Robust Competitive Estimation With Signal and Noise Covariance Uncertainties

Robust mean-squared error estimation in the presence of model uncertainties

A minimax receding-horizon estimator for uncertain discrete-time linear systems

Filtering and smoothing in an H/sup infinity / setting

Minimax linear smoothing for capacities: The case of correlated signals and noise