✦ LIBER ✦

Minimax Predictors for Signals Having a Bonded kth Derivative

✍ Scribed by D.W. Kelsey; A.H. Haddad

Publisher: Elsevier Science
Year: 1974
Tongue: English
Weight: 908 KB
Volume: 297
Category: Article
ISSN: 0016-0032
DOI: 10.1016/0016-0032(74)90136-7

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✦ Synopsis

Predictors are derived which minimize the maximum possible mean-squared prediction error for signals observed in white noise and having a bounded kth derivative.

Expressions are given for the resulting worst-case error and a auboptimal solution ia presented which, for the case k = 2, performs nearly aa well as the optimal and G far easier to implement.