Computation of the Conditional Variance with Uncertain Observations.
Abstract
A scalar estimation problem with uncertain observations is considered. It is different from the classical estimation problem in the sense that the observation contains the signal to be estimated with a given probability and thus it may contain noise alone. Nahi has derived the general formulation where he assumed that the best estimate is a linear function of observations. In this work, mean square errors of both Nahi's linear estimate and conventional nonlinear estimate are derived for a scalar problem and computed results are given for some choice of parameters. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1970
- Accession Number
- AD0878406
Entities
People
- H. O. Yurtseven
Organizations
- Johns Hopkins University