ROBUST SIGNAL AND ARRAY PROCESSING.
Ahmed KM., Evans RJ.
The paper presents a new notion of robustness as applied to signal and array processing. A filter is termed robust if its output is satisfactory even when there is uncertainty in the input signal shape. The mathematical definitions of 'satisfactory' and 'uncertainty' as used in the present formulation are based on hard inequality constraints. Convergent algorithms and numerical examples are presented and discussed.