Some Applications of Stochastic Optimal Linear Estimation Theory.
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING
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The purpose of the thesis is to discuss the following items Bathers model of the performance level of a machine and Alberts model of stock market prices as special cases of a more general model from stochastic optimal linear estimation theory The development of Bathers estimate of the current performance level of a machine and Alberts estimate of the current drift of the stock market using the techniques of optimal linear estimation theory and Other interesting properties of, and facts about, Alberts model. Author
- Statistics and Probability
- Operations Research