On the Estimation of Uncertain Signals Using An Estimation-Detection Scheme

R. A. Padilla, A. H. Haddad

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

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)509-512
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume21
Issue number4
DOIs
StatePublished - Jan 1 1976

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'On the Estimation of Uncertain Signals Using An Estimation-Detection Scheme'. Together they form a unique fingerprint.

Cite this