Information Reduction due to Correlation

Abstract

In combining bodies of information, if some of the data is common to both sets, then the sets are correlated, and the potential amount of Information is diminished. In some situations, the problem of correlation is solved by sampling at distances over which the correlation is negligible. This is not always possible. For correlated samples, we would like to know how much information can be extracted, what is a good sampling procedure, and what benefits extending the sampling window may bring. The problem of estimating the mean of a set of correlated data is considered.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1992
Accession Number
ADA250001

Entities

People

  • Andrew A. Thompson Iii

Organizations

  • Ballistic Research Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Artillery
  • Autocorrelation
  • Commerce
  • Control Systems
  • Correlation Techniques
  • Covariance
  • Data Science
  • Information Processing
  • Information Science
  • Mathematics
  • Optimal Estimators
  • Regression Analysis
  • Sampling
  • Security
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematics or Statistics