Optimal minmax estimation and the development of minmax estimation error bounds.
James C. PreisigPublished in: ICASSP (1992)
Keyphrases
- estimation error
- estimation accuracy
- error rate
- covariance matrix
- standard deviation
- average error
- weighted average
- upper bound
- approximation error
- development process
- conditional expectation
- information processing
- software engineering
- case study
- step size
- worst case
- knowledge based systems
- dynamic programming
- min sum
- signal subspace
- optimal solution