Accession Number : ADA186016

Title :   Stochastic Filtering Solutions for Ill-Posed Linear Problems and Their Extension to Measurable Transformations.

Descriptive Note : Technical rept. Sep 84-Sep 86,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Brigola, R

PDF Url : ADA186016

Report Date : Mar 1987

Pagination or Media Count : 23

Abstract : An ill-posed linear problem Ax=y in Hilbert space is considered as a filtering problem AX+Z=Y for Hilbert space valued random elements. Depending on the models for the signal X and the noise Z, the solutions of this problem are discussed in the context of cylinder measures on hilbert spaces and their radification by the Abstract Wiener space concept. Extensions of the solutions to measurable transformations are given explicity. The filtering solution is related to the solution of the problem Ax=y obtained by Tichonov's regularization method.

Descriptors :   *HILBERT SPACE, *MATHEMATICAL FILTERS, *STOCHASTIC PROCESSES, LINEARITY, TRANSFORMATIONS(MATHEMATICS), MEASUREMENT, PROBLEM SOLVING, SOLUTIONS(GENERAL)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE