A Stability Property of Conditional Expectations,

Abstract

This paper is concerned with approximating a conditional expectation of a second order random variable given a random process defined over an interval by a conditional expectation of the random variable given distorted values of the random process at finitely many times. A sufficient condition which guarantees a good approximation is presented. Best estimates of more general fidelity criteria than mean square error are also considered, and the above situation is addressed for a wide class of fidelity criteria. Keywords: Nonlinear estimation.

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Document Details

Document Type
Technical Report
Publication Date
Apr 25, 1986
Accession Number
ADA172393

Entities

People

  • Gary L. Wise
  • John M. Morrison

Organizations

  • University of Texas at Austin

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Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Banach Space
  • Computers
  • Engineering
  • Functional Analysis
  • Information Science
  • Mathematics
  • New York
  • Notation
  • Probability
  • Random Variables
  • Reliability
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  • Stochastic Processes
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Fields of Study

  • Mathematics

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