Topics in Robust Statistical Signal Processing
Kenneth S. Vastola · Defense Technical Information Center (DTIC) · 1982
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.