Accession Number : AD0878406
Title : Computation of the Conditional Variance with Uncertain Observations.
Descriptive Note : Technical rept. Mar-May 70,
Corporate Author : JOHNS HOPKINS UNIV BALTIMORE MD CARLYLE BARTON LAB
Personal Author(s) : Yurtseven, H. O.
Report Date : DEC 1970
Pagination or Media Count : 33
Abstract : A scalar estimation problem with uncertain observations is considered. It is different from the classical estimation problem in the sense that the observation contains the signal to be estimated with a given probability and thus it may contain noise alone. Nahi has derived the general formulation where he assumed that the best estimate is a linear function of observations. In this work, mean square errors of both Nahi's linear estimate and conventional nonlinear estimate are derived for a scalar problem and computed results are given for some choice of parameters. (Author)
Descriptors : (*INFORMATION THEORY, STATISTICAL ANALYSIS), DECISION THEORY, STOCHASTIC PROCESSES, SET THEORY, MATRICES(MATHEMATICS), PROBABILITY DENSITY FUNCTIONS, ERRORS.
Subject Categories : Cybernetics
Distribution Statement : APPROVED FOR PUBLIC RELEASE