Some Applications of Stochastic Optimal Linear Estimation Theory.
Abstract
The purpose of the thesis is to discuss the following items: Bather's model of the performance level of a machine and Albert's model of stock market prices as special cases of a more general model from stochastic optimal linear estimation theory; The development of Bather's estimate of the current performance level of a machine and Albert's 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, Albert's model. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1971
- Accession Number
- AD0725055
Entities
People
- Dennis L. Schultz
Organizations
- Air Force Institute of Technology