Optimal Signal Processing Under Uncertainty

In the classical approach to optimal filtering, it is assumed that the stochastic model of the physical process is fully known. With uncertain models, the natural solution is to optimize over both the original objective and the model uncertainty, thereby arriving at optimal robust operators, the topic of this book.

In abordarea clasica a filtrarii optime, se presupune ca modelul stochastic al procesului fizic este pe deplin cunoscut. Cu modelele incerte, solutia naturala este de a optimiza atat obiectivul original, cat si incertitudinea modelului, ajungand astfel la operatori robusti optimi, subiectul acestei carti.