A Generalized Representation Theorem with Applications to Estimation and Hypothesis Testing.

Abstract

The simple notion of relative conditional expectation is combined with Girsanov's Theorem and, in places, the Ito differential rule to provide a direct and attractive approach to hypothesis testing and detection, estimation, and representation theorems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1973
Accession Number
ADA019792

Entities

People

  • Ian B. Rhodes
  • Keh-ping Dunn

Organizations

  • University of Washington

Tags

DTIC Thesaurus Topics

  • Continents
  • Detection
  • Geographic Regions
  • Illinois
  • North America
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.