ON ESTIMATES OF LINEAR FUNCTIONALS FOR TIME SERIES

Abstract

The objective of this analysis is to establish a procedure for determining certain linear estimates of time series data. Since the immediate problem that led to this research was that of estimating velocity from position and time measurements, this analysis treats as a special case the problem of estimating velocity. Throughout, the procedures are developed within the framework of statistical decision theory. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1962
Accession Number
AD0283037

Entities

People

  • James Abbott
  • Judah Rosenblatt
  • Paul Randolph

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Data Science
  • Decision Theory
  • Information Science
  • Measurement
  • Statistical Decision Theory

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.