DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click HERE
to register or log in.
A Stability Property of Conditional Expectations,
TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL AND COMPUTER ENGINEERING
Pagination or Media Count:
This paper is concerned with approximating a conditional expectation of a second order random variable given a random process defined over an interval by a conditional expectation of the random variable given distorted values of the random process at finitely many times. A sufficient condition which guarantees a good approximation is presented. Best estimates of more general fidelity criteria than mean square error are also considered, and the above situation is addressed for a wide class of fidelity criteria. Keywords Nonlinear estimation.
APPROVED FOR PUBLIC RELEASE