Topics in Robust Statistical Signal Processing.

Abstract

This dissertation addresses several problems in robust signal processing. The term robust in this context implies insensitivity to small deviations from the assumed statistical description of the signal and/or noise. The first part of this thesis considers the problem of linear minimum-mean-square-error estimation of a stationary signal observed in additive stationary noise when knowledge of the signal spectrum and noise spectrum is inexact. In the second part of this dissertation, a previously developed cohesive theory of robust hypothesis testing in which uncertainty is modeled via 2-alternating Choquet capacity classes is considered in light of recent applications of this theory to problems in robust signal processing and communication theory.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1982
Accession Number
ADA125931

Entities

People

  • Kenneth Steven Vastola

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Banach Space
  • Detection
  • Education
  • Electrical Engineering
  • Engineering
  • Filters
  • Filtration
  • Illinois
  • Information Theory
  • Noise
  • Probability
  • Probability Distributions
  • Signal Processing
  • Theses
  • Time Signals
  • Transfer Functions
  • White Noise

Fields of Study

  • Engineering

Readers

  • Radio communications and signal processing.
  • Statistical inference.
  • Theoretical Analysis.