Linear Estimation Of Sampled Stochastic Processes With Random Parameters

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Linear Estimation of Sampled Stochastic Processes with Random Parameters

Author : Herbert Emil Rauch
Publisher :
ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Linear Estimation of Sampled Stochastic Processes with Random Parameters by : Herbert Emil Rauch

Download or read book Linear Estimation of Sampled Stochastic Processes with Random Parameters written by Herbert Emil Rauch and published by . This book was released on 1962 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this investigation the geneal solution is derived for the problem of the optimum linear estimation of a sampled stochastic process, when the transition and output matrices of the model of the process are random parameters that are independent from one sample point to the next with known mean and covariance. The resulting estimate is optimum in the sense that it minimizes the trace of the covariance matrix of the error (a generalized mean-squared-error criterion). All of these results are derived from the sampled version of the Wiener-Hopf equation, and they apply without modification to stationary and nonstationary statistics and to growing-memory and infinite-memory filters. (Author).

Linear Estimation of Sampled Stochastic Processes with Random Parameters

Author : Stanford University Stanford Electronics Laboratories
Publisher :
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Linear Estimation of Sampled Stochastic Processes with Random Parameters by : Stanford University Stanford Electronics Laboratories

Download or read book Linear Estimation of Sampled Stochastic Processes with Random Parameters written by Stanford University Stanford Electronics Laboratories and published by . This book was released on 1962 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Adaptive Estimation of Sampled Stochastic Processes

Author : Stanford University. Stanford Electronics Laboratories
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Optimal Adaptive Estimation of Sampled Stochastic Processes by : Stanford University. Stanford Electronics Laboratories

Download or read book Optimal Adaptive Estimation of Sampled Stochastic Processes written by Stanford University. Stanford Electronics Laboratories and published by . This book was released on 1963 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents an adaptive approach to the problem of estimating a sampled, scalar-valued, stochastic process described by an initially unknown parameter vector. Knowledge of this quantity completely specifies the statistics of the proc ess, and consequently the optimal estimator must learn the value of the parameter vector. In order that construction of the optimal estimator be feasible it is necessary to consider only those processes whose parameter vector comes from a finite set of a priori known values. Fortunately, many practical problems may be represented or adequately approximated by such a model. The optimal estimator is found to be composed of a set of elemental estimators and a corresponding set of weighting coefficients, one pair for each possible value of the parameter vector. This structure is derived using properties of the conditional mean operator. For gauss-markov processes the elemental estimators are linear, dynamic systems, and evaluation of the weighting coefficients involves relatively simple, nonlinear calculations. The resulting system is optimum in the sense that it minimizes the expected value of a positive-definite, quadratic form in terms of the error (a generalized mean-square-error criterion). Because the system described in this work is optimal, it differs from previous attempts at adaptive estimation, all of which have used approximation techniques or suboptimal, sequential, optimization procedures. (Author).

U.S. Government Research Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 2194 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis U.S. Government Research Reports by :

Download or read book U.S. Government Research Reports written by and published by . This book was released on 1964 with total page 2194 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Estimation for Stochastic Processes

Author : Yu. A. Kutoyants
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Parameter Estimation for Stochastic Processes by : Yu. A. Kutoyants

Download or read book Parameter Estimation for Stochastic Processes written by Yu. A. Kutoyants and published by . This book was released on 1984 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Identification and State Estimation for Linear Systems

Author : Michael Allan Budin
Publisher :
ISBN 13 :
Total Pages : 94 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Parameter Identification and State Estimation for Linear Systems by : Michael Allan Budin

Download or read book Parameter Identification and State Estimation for Linear Systems written by Michael Allan Budin and published by . This book was released on 1969 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Topics in Stochastic Processes

Author : Robert B. Ash
Publisher : Academic Press
ISBN 13 : 1483191435
Total Pages : 332 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Topics in Stochastic Processes by : Robert B. Ash

Download or read book Topics in Stochastic Processes written by Robert B. Ash and published by Academic Press. This book was released on 2014-06-20 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.

Introduction to Variance Estimation

Author : Kirk Wolter
Publisher : Springer Science & Business Media
ISBN 13 : 0387350993
Total Pages : 462 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Introduction to Variance Estimation by : Kirk Wolter

Download or read book Introduction to Variance Estimation written by Kirk Wolter and published by Springer Science & Business Media. This book was released on 2007-08-13 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now available in paperback, this book is organized in a way that emphasizes both the theory and applications of the various variance estimating techniques. Results are often presented in the form of theorems; proofs are deleted when trivial or when a reference is readily available. It applies to large, complex surveys; and to provide an easy reference for the survey researcher who is faced with the problem of estimating variances for real survey data.

Stochastic Optimal Linear Estimation and Control

Author : James S. Meditch
Publisher :
ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Optimal Linear Estimation and Control by : James S. Meditch

Download or read book Stochastic Optimal Linear Estimation and Control written by James S. Meditch and published by . This book was released on 1969 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability, Statistics, and Stochastic Processes

Author : Peter Olofsson
Publisher : John Wiley & Sons
ISBN 13 : 1118231325
Total Pages : 573 pages
Book Rating : 4.1/5 (182 download)

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Book Synopsis Probability, Statistics, and Stochastic Processes by : Peter Olofsson

Download or read book Probability, Statistics, and Stochastic Processes written by Peter Olofsson and published by John Wiley & Sons. This book was released on 2012-05-04 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Estimating and Detecting the Outputs of Linear Dynamical Systems

Author : Stanford University. Stanford Electronics Laboratories
Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Estimating and Detecting the Outputs of Linear Dynamical Systems by : Stanford University. Stanford Electronics Laboratories

Download or read book Estimating and Detecting the Outputs of Linear Dynamical Systems written by Stanford University. Stanford Electronics Laboratories and published by . This book was released on 1964 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Control Systems

Author : C. T. Leondes
Publisher : Elsevier
ISBN 13 : 1483194639
Total Pages : 336 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Advances in Control Systems by : C. T. Leondes

Download or read book Advances in Control Systems written by C. T. Leondes and published by Elsevier. This book was released on 2014-12-01 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Control Systems: Theory and Applications, Volume 6 provides information pertinent to the significant progress in the field of control and systems theory and applications. This book presents the higher level of automata, which represent the embodiment of the application of artificial intelligence techniques to control system design and may be described as self-organizing systems. Organized into four chapters, this volume begins with an overview of the existing technology in learning control system. This text then demonstrates how to apply artificial intelligence techniques to the designs of off-line and on-line learning control systems. Other chapters consider the decomposition methods and the associated multilevel optimization techniques applicable to control system optimization problems. This book discusses as well the complex optimal system control problems applied to the trajectory optimization problem. The final chapter deals with systems described by partial differential equations. This book is a valuable resource for control system engineers.

Probability, Random Variables, and Stochastic Processes

Author : Athanasios Papoulis
Publisher : McGraw-Hill Science, Engineering & Mathematics
ISBN 13 :
Total Pages : 696 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Probability, Random Variables, and Stochastic Processes by : Athanasios Papoulis

Download or read book Probability, Random Variables, and Stochastic Processes written by Athanasios Papoulis and published by McGraw-Hill Science, Engineering & Mathematics. This book was released on 1991 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.

NBS Special Publication

Author :
Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Author and Permuted Title Index to Selected Statistical Journals

Author : Brian L. Joiner
Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.

Scientific and Technical Aerospace Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 1460 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1991 with total page 1460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Probability and Stochastic Processes

Author : Roy D. Yates
Publisher : John Wiley & Sons
ISBN 13 : 1118324560
Total Pages : 514 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Probability and Stochastic Processes by : Roy D. Yates

Download or read book Probability and Stochastic Processes written by Roy D. Yates and published by John Wiley & Sons. This book was released on 2014-01-28 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.