Abstract
We investigate some issues of minimax estimation of spectral intensity of acoustic sources in cases when the noise and the spectral amplitudes satisfy quadratic constraints. Recursive minimax filters are obtained.
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N. F. Kirichenko and A. G. Nakonechnyi, “Minimax approach to recursive estimation of linear dynamic systems,” Kibernetika, No. 4, 52–55 (1977).
K. Clay and H. Medvin, Acoustic Oceanography [Russian translation], Mir, Moscow (1980).
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Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 116–119, 1986.
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Barchan, G.E., Grigorov, A.V. & Nakonechnyi, A.G. Minimax estimators of spectral intensities of acoustic sources. J Math Sci 58, 483–485 (1992). https://doi.org/10.1007/BF01100079
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DOI: https://doi.org/10.1007/BF01100079