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
Distribution Statement : APPROVED FOR PUBLIC RELEASE