Publications of Francesco Carravetta

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 426  (Previous    Next)


Francesco Carravetta, Alfredo Germani, Costanzo Manes

On the relationship between minimax and maximum entropy estimation

ABSTRACT
The problem of estimating a noisy-observed signal when the probability distribution of the noise is only partially known, is here considered. In this situation, a problem arising is about the estimation criterion which should be used. In this paper we consider two of these criteria: the min-max one, consisting in minimizing the worst case estimate error variance and the maximum entropy criterion, consisting in the mean square estimate of the signal when the maximum entropy distribution is assumed for the noise. The main result consists in showing that, under suitable assumption, these two criteria are equivalent.
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