RESEARCH ON THE WIENER CANONICAL EXPANSION OF BAYES' OPTIMUM FILTERS

This report contains the results of research on the Wiener Canonical Expansion of Bayes Optimum Filters. Investigation consisted of: (a) Application of the Wiener canonical expansion technique to various useful statistical decision, estimation, control and adaptive processing tasks. (b) Further char...

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Hauptverfasser: Brick,Donald B, Henrichon,Ernest G. , Jr, Citron,Alan, Stout,Robert W, Petri,Larry
Format: Report
Sprache:eng
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Zusammenfassung:This report contains the results of research on the Wiener Canonical Expansion of Bayes Optimum Filters. Investigation consisted of: (a) Application of the Wiener canonical expansion technique to various useful statistical decision, estimation, control and adaptive processing tasks. (b) Further characterization of the classes of processes for which the Wiener, or Wiener-like representation are valid and of the convergence rates and stationary requirements. (c) Examination of Wiener-like techniques. (d) Techniques and means for obtaining useful representations and samples of processes to be tested in suitable computer-compatible format. (Author)