
Accession Number : AD0603739
Title : THE PROBLEM OF IDENTIFICATION OF DISCRETETIME PROCESSES,
Corporate Author : CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB
Personal Author(s) : Galtieri,C. A.
Report Date : 27 DEC 1963
Pagination or Media Count : 144
Abstract : A logical framework is proposed within which the problem of identification of discretetime processes may be defined in a precise and general way. The general solution is then derived and some of its most important applications are discussed in some detail. The report is essentially divided in three parts. In the first a welldefined language is introduced in order to be able to state the problem in an unequivocal way. The basic axioms and definitions of this part lead to the general results of which the following chapters are specialized applications. In the second part the problem of identification of discretetime processes is specifically introduced and some of its general aspects are discussed. The final part discusses in some detail a number of specific cases of particular importance. Particular attention was given to the problem of estimating the coefficients of a difference equation. It is shown that two previously proposed methods of solution for this problem may be considered as approximations of the method proposed in this report. The numerical solution of some very simple examples is included for purposes of illustration. (Author)
Descriptors : (*DECISION THEORY, MATHEMATICAL LOGIC), (*MATHEMATICAL LOGIC, DECISION THEORY), (*IDENTIFICATION, TIME), METAMATHEMATICS, PROBABILITY, GAME THEORY, STATISTICAL PROCESSES, DYNAMIC PROGRAMMING, DIFFERENCE EQUATIONS
Distribution Statement : APPROVED FOR PUBLIC RELEASE