Accession Number : AD0269568

Title :   THEORY OF OPTIMUM MULTIPLE MEASUREMENTS

Corporate Author : NEW YORK UNIV N Y SCHOOL OF ENGINEERING AND SCIENCE

Personal Author(s) : HUNG,JAMES C.

Report Date : AUG 1961

Pagination or Media Count : 1

Abstract : Multiple measurements with random inputs are studied. Methods of weighting and combining the measured signals are proposed. The relationships between the measured signals and the desired signal are assumed linear and time-invariant; the random inputs are assumed stationary with rational spectral density functions; the criterion of performance used is to minimize the mean squared value of the continuous error between the estimate and the desired signal; and the weighting operations are assumed linear. Two kinds of single-rate systems are studied: Single-rate multiple measurements with known spectral density functions of signal and noise, and Single-rate multiple measurements with known noise but unknown signal spectral density functions. A new method employing the frequency domain optimization theorems together with factorization theorems of rational matrices is proposed for obtaining the optimum system of the first kind. (Author)

Descriptors :   *INTEGRAL TRANSFORMS, COMMUNICATION THEORY, INTELLIGENCE AGENICES, MATRICES(MATHEMATICS), NOISE (RADIO), RADIO SIGNALS, SPECTROGRAPHIC ANALYSIS

Distribution Statement : APPROVED FOR PUBLIC RELEASE