DocumentCode
2228738
Title
Continuous l∞ minimax filtering
Author
Gollamudi, Sridhar ; Huang, Yih-Fang
Author_Institution
Dept. of Electr. Eng., Notre Dame Univ., IN, USA
Volume
3
fYear
2000
fDate
2000
Firstpage
622
Abstract
In this paper, we formulate the continuous l∞ minimax filtering problem, which has several practical applications in optimal worst-case filter design. Given a continuous minimax problem, we show that a discrete l∞ minimax filtering problem can be constructed that yields the same solution as the original continuous problem with probability one. Several practical applications of the continuous l∞ minimax filter are also presented
Keywords
adaptive filters; digital filters; filtering theory; minimax techniques; polynomial approximation; probability; adaptive algorithms; continuous l∞ minimax filtering; discrete minimax filtering; minimax filtering problem; optimal worst-case filter design; probability; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Cost function; Filtering; Minimax techniques; Recursive estimation; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 2000. Proceedings. ISCAS 2000 Geneva. The 2000 IEEE International Symposium on
Conference_Location
Geneva
Print_ISBN
0-7803-5482-6
Type
conf
DOI
10.1109/ISCAS.2000.856137
Filename
856137
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