Accession Number : ADA112120

Title :   A General Approach to Minimax Robust Filtering.

Descriptive Note : Technical rept.,

Corporate Author : ILLINOIS UNIV AT URBANA COORDINATED SCIENCE LAB

Personal Author(s) : Verdu,Sergio

PDF Url : ADA112120

Report Date : Dec 1981

Pagination or Media Count : 102

Abstract : General results systematizing the solution of minimax robust filtering problems are presented. Their application is investigated in the areas of matched filtering and of state estimation and control for linear time-varyng stochastic systems. Further minimax filtering situations are studied for other problems in signal detection and estimation.

Descriptors :   *Matched filters, *Minimax technique, *Problem solving, Adaptive filters, Control theory, Game theory, Theorems, Signals, Detection, Estimates, Stochastic processes, Mathematical models, Performance(Engineering), Noise

Subject Categories : Electrical and Electronic Equipment
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE