ON THE ESTIMATION OF UNCERTAIN SIGNALS USING AN ESTIMATION-DETECTION SCHEME.

R. A. Padilla*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

Abstract

An estimation-detection scheme is proposed for the estimation of signals with unknown parameters. The scheme is illustrated by considering the case of a signal with unknown but bounded variance. Two sets of bounds are used to determine two regions of signal uncertainty, and different linear estimators are used for each region. A detector is then used to select the appropriate estimator. Since no a priori information is assumed on the unknown parameters a weighted minimax criterion is used to optimize the detector and the estimators.

Original languageEnglish (US)
Pages (from-to)315-320
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Jan 1 1975
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 14th - Houston, TX, USA
Duration: Dec 10 1975Dec 12 1975

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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