On the Estimation of Uncertain Signals Using an Estimation-Detection Scheme,
Abstract
An estimation-detection scheme is proposed for the estimation of signals with unknown parameters. The scheme is illustrated by considering the case of a signal with unknown but bounded variance. Two sets of bounds are used to determine two regions of signal uncertainty, and different linear estimators are used for each region. A detector is then used to select the appropriate estimator. Since no 'a priori' information is assumed on the unknown parameters a weighted minimax criterion is used to optimize the detector and the estimators. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1975
- Accession Number
- ADA027820
Entities
People
- A. H. Haddad
- R. A. Padilla
Organizations
- University of Illinois Urbana–Champaign