NON-LINEAR FILTERING WITH APPLICATIONS TO COMMUNICATION THEORY,

Abstract

Using the technique of non-linear filtering theory a unified approach is developed for treating a large class of communication detection problems. The approach is applied to obtain new formulations for several important communication problems. A technique is developed for approximating diffusion processes which makes possible a finite dimensional approximation to the non-linear filter equation developed by Kushner. The non-linear prediction and interpolation problems are formulated and solutions obtained. The problem of systems with observational delay is formulated and a solution obtained. Applications and numerical examples are discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1969
Accession Number
AD0685801

Entities

People

  • Gary Michael Lee

Organizations

  • University of Washington

Tags

DTIC Thesaurus Topics

  • Detection
  • Diffusion
  • Equations
  • Filters
  • Filtration
  • Interpolation
  • Linear Filtering
  • Mathematical Analysis
  • Mathematical Filters
  • Mathematics

Readers

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