On Robust Wiener Filtering

H. Vincent Poor

doi:10.1109/TAC.1980.1102349

On Robust Wiener Filtering

H. Vincent Poor

Research output: Contribution to journal › Article › peer-review

126 Scopus citations

Abstract

A minimax formulation is proposed for the problem of designing robust Wiener filters for the situation of uncertain signal and noise spectra. Several results relating to solutions to this formulation in terms of least-favorable spectral pairs are presented. An analogy is drawn between a particular case of this problem and the problem of robust hypothesis testing, and a result is given concerning the relationship between solutions to these two problems.

Original language	English (US)
Pages (from-to)	531-536
Number of pages	6
Journal	IEEE Transactions on Automatic Control
Volume	25
Issue number	3
DOIs	https://doi.org/10.1109/TAC.1980.1102349
State	Published - 1980
Externally published	Yes

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.1980.1102349

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abstract = "A minimax formulation is proposed for the problem of designing robust Wiener filters for the situation of uncertain signal and noise spectra. Several results relating to solutions to this formulation in terms of least-favorable spectral pairs are presented. An analogy is drawn between a particular case of this problem and the problem of robust hypothesis testing, and a result is given concerning the relationship between solutions to these two problems.",

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On Robust Wiener Filtering

Abstract

All Science Journal Classification (ASJC) codes

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