Robust estimation in multiple linear regression model with non-Gaussian noise
Automatica (Journal of IFAC)
Technical communique: Robust state prediction for descriptor systems
Automatica (Journal of IFAC)
Robust transceiver optimization in downlink multiuser MIMO systems
IEEE Transactions on Signal Processing
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This paper formulates and solves a robust criterion for least-squares designs in the presence of uncertain data. Compared with earlier studies, the proposed criterion incorporates simultaneously both regularization and weighting and applies to a large class of uncertainties. The solution method is based on reducing a vector optimization problem to an equivalent scalar minimization problem of a provably unimodal cost function, thus achieving considerable reduction in computational complexity.