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 discrete-time 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 well-defined 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 discrete-time 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