CLASSES OF SIGNAL PROCESSING PROCEDURES SUGGESTED BY EXACT MINIMUM MEAN SQUARE ERROR PROCEDURES

摘要

This paper investigates certain classes of data-smoothing proce-dures for use in problems where the objective is to estimate a set of parameters, on the basis of observed data which depend on these para¬meters and are also corrupted by noise. These procedures are in part motivated by possible application to orbit estimation problems, which the author believes may provide instances where the suggested proce¬dures are computationally more convenient than those more commonly employed.