Abstract
A minimax estimator of the mean of x approximately N( theta ,R/sub n/) is evaluated, where R/sub n/ is Toeplitz. The problem can be viewed as estimating a signal theta that has been corrupted by additive wide-sense stationary noise. The evaluation is carried out using a frequency-domain approach that yields advantages in design and analysis. In particular, counterintuitive performance of an entire class of minimax forms is discovered when R/sub n/ is not diagonal. A numerical example is presented to demonstrate the performance. >
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