Accession Number : AD0685801

Title :   NON-LINEAR FILTERING WITH APPLICATIONS TO COMMUNICATION THEORY,

Corporate Author : WASHINGTON UNIV ST LOUIS MO DEPT OF SYSTEMS MECHANICAL AND AEROSPACE ENGINEERING

Personal Author(s) : Lee,Gary Michael

Report Date : JAN 1969

Pagination or Media Count : 102

Abstract : Using the technique of non-linear filtering theory a unified approach is developed for treating a large class of communication detection problems. The approach is applied to obtain new formulations for several important communication problems. A technique is developed for approximating diffusion processes which makes possible a finite dimensional approximation to the non-linear filter equation developed by Kushner. The non-linear prediction and interpolation problems are formulated and solutions obtained. The problem of systems with observational delay is formulated and a solution obtained. Applications and numerical examples are discussed. (Author)

Descriptors :   (*INFORMATION THEORY, ELECTRIC FILTERS), NONLINEAR SYSTEMS, STOCHASTIC PROCESSES, NOISE(RADIO), BANDWIDTH, INTERPOLATION, MATHEMATICAL PREDICTION, THESES

Subject Categories : Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE