Robust Wiener Filters for Random Signals in Correlated Noise

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Abstract

Minimax robust Wiener filtering is considered for the case in which the signal and noise spectral-density matrix is not completely specified. Results are obtained for spectral-density matrix classes which are defined by upper and lower bounds on the components of the matrix. These results form an extension of earlier results on robust Wiener filtering for the case of uncorrelated signals and noise.

Original languageEnglish (US)
Pages (from-to)614-619
Number of pages6
JournalIEEE Transactions on Information Theory
Volume29
Issue number4
DOIs
StatePublished - Jul 1983
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Library and Information Sciences
  • Computer Science Applications

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