Minimax Robust Matched Filters for Noise Uncertainty Within 2- Alternating Capacity Classes.

dc.contributor.authorGeraniotis, Evaggelos A.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:38:53Z
dc.date.available2007-05-23T09:38:53Z
dc.date.issued1987en_US
dc.description.abstractIn this paper, we address the problem of designing matched filters which are robust against uncertainty in the statistics of the noise process. The design is based on a game-theoretic approach in which a filter is sought that has the maximum worst- case output signal-to-noise ratio possible over the class of allowable statistics, that is the design is maximin signal-to- noise ratio. The problem is formulated and solved for both discrete-time and continuous-time matched filters with uncertainty in either the autocorrelation function or the spectral measure of the noise. For uncertainty models determined by 2-alternating Choquet capacities explicit solutions are obtained which are characterized by the Huber-Strassen derivative of the capacity generating the class with respect to a Lebesgue- like measure on a suitable interval.en_US
dc.format.extent353963 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4663
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-155en_US
dc.titleMinimax Robust Matched Filters for Noise Uncertainty Within 2- Alternating Capacity Classes.en_US
dc.typeTechnical Reporten_US

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