Minimax Robust Matched Filters for Noise Uncertainty Within 2- Alternating Capacity Classes.
dc.contributor.author | Geraniotis, Evaggelos A. | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T09:38:53Z | |
dc.date.available | 2007-05-23T09:38:53Z | |
dc.date.issued | 1987 | en_US |
dc.description.abstract | In 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.extent | 353963 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/4663 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 1987-155 | en_US |
dc.title | Minimax Robust Matched Filters for Noise Uncertainty Within 2- Alternating Capacity Classes. | en_US |
dc.type | Technical Report | en_US |
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