Accession Number : AD0725055

Title :   Some Applications of Stochastic Optimal Linear Estimation Theory.

Descriptive Note : Master's thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s) : Schultz,Dennis L.

Report Date : JUN 1971

Pagination or Media Count : 69

Abstract : The purpose of the thesis is to discuss the following items: Bather's model of the performance level of a machine and Albert's model of stock market prices as special cases of a more general model from stochastic optimal linear estimation theory; The development of Bather's estimate of the current performance level of a machine and Albert's estimate of the current drift of the stock market using the techniques of optimal linear estimation theory; and Other interesting properties of, and facts about, Albert's model. (Author)

Descriptors :   (*DECISION THEORY, STOCHASTIC PROCESSES), (*CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, APPROXIMATION(MATHEMATICS), PROBABILITY DENSITY FUNCTIONS, SEQUENCES(MATHEMATICS), OPTIMIZATION, THESES

Subject Categories : Statistics and Probability
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE