Minimax Linear Smoothing for Capacities.

Abstract

Minimax linear smoothers are considered for the problem of estimating a homogeneous signal field in an additive orthogonal noise field. A minimax game with the quadratic-mean estimation error as an objective function is used to formulate this problem. Uncertainty in signal and noise field spectra is modeled using general nonparametric classes of measures proposed by Huber and Strassen for the problem of minimax hypothesis testing. These classes, which are described in terms of Choquet alternating capacities of order 2, include the conventional models for spectral uncertainty and admit a general solution to the minimax linear smoothing problem. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1981
Accession Number
ADA124535

Entities

People

  • Vincent Poor

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Confidence Limits
  • Illinois
  • Military Research
  • New York
  • Probability
  • Spectra
  • Stochastic Processes
  • Transfer Functions
  • Two Dimensional
  • Uncertainty
  • Universities

Readers

  • Statistical inference.