Mean Square Robustness of Linear Game Theoretic Estimators
Robust signal processing methods deal with design of estimators that exhibit resilience to uncertainties in the user specified inputs regarding the operating conditions. This paper would facilitate the user to choose the better estimator under the given operating conditions. The results presented here show that under different operating conditions both the filters conditionally dominate one over the other. State estimation is concerned with obtaining reliable estimates of the states of a dynamic system in the presence of additive disturbances.