Robust Mean-Squared Error Estimation of Multiple Signals in Linear Systems Affected by Model and Noise Uncertainties

Author:

Beck Amir,Ben-Tal Aharon,Eldar Yonina C.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference30 articles.

1. Alizadeh, F.: Optimization over the positive-definite cone: interior point methods and combinatorial applications. In: Pardalos, P. (ed.), Advances in optimization and parallel computing. North-Holland, the Netherlands, 1992

2. Beck, A., Eldar, Y.C., Ben-Tal, A.: Minimax mean-squared error estimation of multichannel signals in the presence of bounded data uncertainties. submitted to SIAM J. Matrix Anal. Appl.

3. Ben-Haim, Z., Eldar, Y.C.: Maximum set estimators with bounded estimation error. submitted to IEEE Trans. Signal Processing, vol. 53 no. 8, pp. 3172–3182, Aug. 2005

4. Ben-Haim, Z., Eldar, Y.C.: Minimax estimators dominating the least-squares estimator. submitted to Int. Conf. Acoust., Speech, Signal Processing (ICASSP-2005), pp. 53–56, Mar. 2005

5. Ben-Tal, A., Nemirovski, A.: Robust convex optimization. Math. Oper. Res. 23 (4), 769–805 (1998)

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