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Linear filtering and estimation in conditionally Gaussian multi-channel models

Posted on:2014-07-22Degree:Ph.DType:Thesis
University:University of Southern CaliforniaCandidate:Xu, LiFull Text:PDF
GTID:2458390005985732Subject:Applied Mathematics
Abstract/Summary:
The aim of this thesis is to estimate the random coefficient parameter of first and second order conditionally Gaussian multi-channel models and to study asymptotic properties of those estimators. The connection between certain stochastic partial differential equation and the multi-channel model serves as the initial motivation of this disposition.
Keywords/Search Tags:Conditionally gaussian multi-channel models
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