The Bounded p-Point Classes in Robust Hypothesis Testing and Filtering.
MOORE SCHOOL OF ELECTRICAL ENGINEERING PHILADELPHIA PA
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The bounded p-point classes of density functions are defined through upper and lower bounds on the power or probabilities on different sets in some partition of the frequency or sample space. The robust Wiener filter is derived for such classes, and is shown to be piecewise constant in its frequency response. Similar results are indicated for hypothesis testing and matched filtering involving such classes of densities.
- Statistics and Probability