Topics in Robust Statistical Signal Processing

Download or read book Topics in Robust Statistical Signal Processing written by Kenneth Steven Vastola and published by . This book was released on 1982 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation addresses several problems in robust signal processing. The term robust in this context implies insensitivity to small deviations from the assumed statistical description of the signal and/or noise. The first part of this thesis considers the problem of linear minimum-mean-square-error estimation of a stationary signal observed in additive stationary noise when knowledge of the signal spectrum and noise spectrum is inexact. In the second part of this dissertation, a previously developed cohesive theory of robust hypothesis testing in which uncertainty is modeled via 2-alternating Choquet capacity classes is considered in light of recent applications of this theory to problems in robust signal processing and communication theory.