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Type of Document	Dissertation
Author	Beutler, Fredrick Joseph
URN	etd-07082004-135353
Persistent URL	http://resolver.caltech.edu/CaltechETD:etd-07082004-135353
Title	A generalization of Weiner optimum filtering and prediction
Degree	PhD
Option	Engineering and Applied Science
Advisory Committee	Advisor Name Title C.R. DePrima Committee Chair
Keywords	none
Date of Defense	1957-01-01
Availability	unrestricted
Abstract This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of stationary random inputs. It is assumed that signal and noise have passed through a random device before being available for filtering and prediction. A random device is a unit whose behavior depends on an unknown parameter for which an a priori probability distribution is given. Use of representation theorems and a Hilbert space structure make it possible to present the mathematical theory without the ambiguities encountered in engineering derivations. This approach also leads to a proof of the essential identity between the operator solution and a realizable lumped parameter filter. A number of engineering applications are cited. A few of these are worked out in some detail to illustrate the optimization procedure.
Files	Filename       Size       Approximate Download Time (Hours:Minutes:Seconds)     28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access    Beutler_fj_1957.pdf 1.53 Mb 00:07:04 00:03:38 00:03:11 00:01:35 00:00:08