Accession Number:

AD0725055

Title:

Some Applications of Stochastic Optimal Linear Estimation Theory.

Descriptive Note:

Master's thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s):

Report Date:

1971-06-01

Pagination or Media Count:

69.0

Abstract:

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

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE