Robust Wiener Filters for Correlated Signals and Noise.

Abstract

In this report, the Wiener filtering problem, when the cross spectral density matrix of the signal and noise is not exactly known is considered the filters which are saddle point solutions for the criterion of performance (mean square error, MSE) over the classes of allowable density matrices are obtained. Solutions for various classes are also given.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA086410

Entities

People

  • George V. Moustakides
  • Saleem A. Kassam

Organizations

  • Moore School of Electrical Engineering

Tags

Communities of Interest

  • Advanced Electronics
  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Electrical Engineering
  • Engineering
  • Filters
  • Filtration
  • Information Science
  • Interdisciplinary Science
  • Mechatronic Engineering
  • Multipath Channels
  • Pennsylvania
  • Schools
  • Scientific Research
  • Systems Engineering
  • Universities

Fields of Study

  • Engineering

Readers

  • Approximation Theory.