摘要:

This paper presents the results of investigation on the optimal performance of the phase demodulator using Bucy's non-linear filtering theory. A cyclically optimal non-linear phase estimation technique has been developed for modular phase tracking systems.

ISSN:0090-9491    

DOI:10.1080/17442507308833101

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

In this paper we consider the existence and structure of both minimax and maximin policies for the special class of LQG pursuit-evasion games which is characterized by (i) a blind evader; and (ii) a pursuer who can make use of noise corrupted state measurements. The particular class of games which we consider has been studied previously by other investigators who have shown that pure strategies exist for both players. The major contribution of our paper is the delineation of the existence and structure of a mixed strategy for the evader in this class of games. This new maximin strategy is defined by a gaussian measure, which can be determined explicitly by the method of least favorable prior distributions. We show that the validity of the pure solutions determined previously is limited by the duration of the game, due to the existence of a ‘pure solution conjugate point’; further, we prove that our new strategies are valid solutions which extend the possible duration of the game beyond the limit imposed by the pure solution conjugate point. We believe that our paper constitutes the first report on the existence of a mixed strategy for an LQG game, and the first report on the role conjugate points play in the transition between pure strategies and mixed strategies.

ISSN:0090-9491    

DOI:10.1080/17442507308833102

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

A methodological discussion of economic problems which necessitate the introduction of stochastic considerations. Examples are taken from the work of the author and his collaborators concerning the application of stochastic processes to economic growth, stochastic programming utilized in planning and stochastic control theory applied to problems of economic policy.

ISSN:0090-9491    

DOI:10.1080/17442507308833103

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

A review of the fundamental ideas and methods of the optimal reception and processing of quantum signals is given. Estimation via an operator based on the usual and generalized measurements (e.g., quasi-measurements) are discussed. The theory of operator estimation enables one to obtain Bayes limits for the usual estimates. The change from usual measurements to quasi-measurements generally improves performance.

ISSN:0090-9491    

DOI:10.1080/17442507308833104

出版商:Gordan and breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

A theory for the determination of all symmetric solutions of the Riccati equation is presented, based on a generalized version of the Bass–Roth theorem. Further disconjugacy results for a general variational problem are given.

ISSN:0090-9491    

DOI:10.1080/17442507308833105

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

It has been known for many years that an optimal discrete nonlinear filter may be synthesized for systems whose plant dynamics, sensor characteristics and signal statistics are known by applying Bayes' Rule to sequentially update the conditional probability density function from the latest data. However, it was not until 1969 that a digital computer algorithm implementing the theory for a one-state variable one-step predictor appeared in the literature. This delay and the continuing scarcity of multidimensional nonlinear filters result from the overwhelming computational task which leads to unrealistic data processing times. For many nonlinear filtering problems analog and digital computers (a hybrid computation) combine to yield a higher data rate than can be obtained by con¬ventional digital methods. This paper describes an implementation of the theory by means of a hybrid computer algorithm for the optimal nonlinear one-step predictor.

ISSN:0090-9491    

DOI:10.1080/17442507308833106

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1973

数据来源: Taylor

摘要:

The familiar subject of Monte Carlo analysis is reviewed, with special emphasis on repro-ducibility of results, regardless of the digital computer employed. A digital pseudo-random number generator is introduced and tested for desirable characteristics. The generator produces 36-bit random numbers and a method of segmenting the modular arithmetic is described which allows for the exact reproduction of the sequence of any binary machine, independent of the word length.

ISSN:0090-9491    

DOI:10.1080/17442507408833107

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1974

数据来源: Taylor

摘要:

Implications of alternative numerical methods for computing optimal trajectories in aggregative economic growth models are analyzed with respect to (a) their sensitivity, (b) the convergence to the turnpike, and (c) the closeness to feedback controls econo-metrically estimated.

ISSN:0090-9491    

DOI:10.1080/17442507408833108

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1974

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442507408833109

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1974

数据来源: Taylor

摘要:

Stochastic processes with values in a separable Frechet space whose a itinuous linear functional are real-valued square integrable martingales are investigated. The coordinate measures on the Fréchet space are obtained from cylinder set measures on a Hilbert space that is dense in the Fréchet space. Real-valued stochastic integrals are defined from the Fréchet-valued martingales using integrands from the topological dual of the aforementioned Hilbert space. An increasing process with values in the self adjoint operators on the Hilbert space plays a fundamental role in the definition of stochastic integrals. For Banach-valued Brownian motion the change of variables formula of K. Itô is generalized. A converse to the construction of the measures on the Fréchet space from cylinder set measures on a Hilbert space is also obtained.

ISSN:0090-9491    

DOI:10.1080/17442507508833110

出版商:Gordon and Breach Science Publishers, Ltd    

年代:1975

数据来源: Taylor