RESEARCH ON THE WIENER CANONICAL EXPANSION OF BAYES' OPTIMUM FILTERS.
Final rept. 1 May 67-31 Dec 68,
INFORMATION RESEARCH ASSOCIATES INC WALTHAM MASS
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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