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Array signal processing with robust rejection constraints via second-order cone programming
Vector and array signal processing noise the ellipsoid array robust optimization
2015/8/10
We consider the array signal processing problem of choosing the weight vector to minimize noise power, subject to a unit array gain for the desired wave, and subject to rejection constraints on interf...
A minimax theorem with applications to machine learning, signal processing, and finance
convex optimization minimax theorem robust optimization
2015/8/10
This paper concerns a fractional function of the form x^Ta/sqrt{x^TBx}, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, and choosing (a,B)...