Title :
Robust linear estimation systems
Author :
Kitzman, K.V. ; Halverson, D.R.
Author_Institution :
Dept. of Electr. Eng., Texas A&M Univ., College Station, TX, USA
Abstract :
The authors apply a newly originated robustness measure to the area of linear estimation. They develop closed-form expression for both performance and robustness, and show how the user can judiciously trade off performance and robustness subject to a cost criterion. They conclude by illustrating their results via a specific example
Keywords :
estimation theory; linear systems; signal detection; closed-form expression; cost criterion; linear estimation; performance; robustness measure; Area measurement; Cost function; Design optimization; Geometry; Mean square error methods; Noise robustness; Optimization methods; Random variables; Statistical distributions;
Conference_Titel :
Circuits and Systems, 1990., Proceedings of the 33rd Midwest Symposium on
Conference_Location :
Calgary, Alta.
Print_ISBN :
0-7803-0081-5
DOI :
10.1109/MWSCAS.1990.140933