On the performance of combined detection estimation in convex uncertainty spaces

The performance of combined detector estimators (CDE´s) in the adaptive estimation problem is discussed. They provide better performance than robust single estimator designs. Suboptimal realizations are also shown to be useful in the linear quadratic (LQ) discrete-time case. Finally, a posteriori characterizations of suboptimal CDE risk are shown to be useful in determining whether to improve the near optimality by adding more estimators.