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DTIC ADA172393: A Stability Property of Conditional Expectations, |
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by Defense Technical Information Center |
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This paper is concerned with approximating a conditional |
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expectation of a second order random variable given a |
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random process defined over an interval by a conditional |
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expectation of the random variable given distorted values |
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of the random process at finitely many times. A |
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sufficient condition which guarantees a good |
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approximation is presented. Best estimates of more |
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general fidelity criteria than mean square error are also |
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considered, and the above situation is addressed for a |
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wide class of fidelity criteria. Keywords: Nonlinear |
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estimation. |
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Date Published: 2018-02-10 06:02:44 |
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Identifier: DTIC_ADA172393 |
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Item Size: 6795939 |
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Language: english |
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Media Type: texts |
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# Topics |
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DTIC Archive; Morrison,John M ; TEXAS... |
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