Robust Wiener Filters for Random Signals in Correlated Noise

George Moustakides

Research output: Contribution to journalArticlepeer-review

11 Scopus citations


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
Issue number4
StatePublished - Jul 1983
Externally publishedYes

ASJC Scopus subject areas

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


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