Accession Number:

ADA172393

Title:

A Stability Property of Conditional Expectations,

Descriptive Note:

Corporate Author:

TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL AND COMPUTER ENGINEERING

Personal Author(s):

• Morrison,John M.
• Wise,Gary L.

Report Date:

1986-04-25

Pagination or Media Count:

5.0

Abstract:

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.

Descriptors:

• *RANDOM VARIABLES
• STABILITY
• ESTIMATES
• GUARANTEES
• APPROXIMATION(MATHEMATICS)
• ERRORS
• VALUE
• NONLINEAR ANALYSIS
• MEAN
• DISTORTION

Subject Categories:

• Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE