Mathematical Sciences: Non-Linear Filtering and Estimation
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Peter Arzberger'}
The project will study both linear and non-linear filtering                from the point of view of long term dependence and high                         variability.  Long range dependence occurs in data on frequency                 fluctuations of quartz crystal oscillators, and on semi-conductor               devices.  Infinite variance is a reasonable model in situations                 where large values are taken with high probability such as in                   rain data and in relaxation times of solid state materials.  The                choice of the filters is made to get appropriate output processes               that serve as good models.  The statistical estimators of the                   parameters of interest thus depend on the types of filters used.                The principal investigator, along with the post doctoral                        associate, will investigate the robustness properties of the                    estimators as well as explore the long range dependence.  The                   behavior of the non-linear filters will be investigated when the                input has high variability.
{'FirstName': 'Murad', 'LastName': 'Taqqu', 'EmailAddress': 'murad@math.bu.edu', 'StartDate': '08/01/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Trustees of Boston University', 'CityName': 'BOSTON', 'ZipCode': '022151300', 'PhoneNumber': '6173534365', 'StreetAddress': '881 COMMONWEALTH AVE', 'CountryName': 'United States', 'StateName': 'Massachusetts', 'StateCode': 'MA'}
{'Code': '1263', 'Text': 'PROBABILITY'}
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1988&All=true', 'xml': '8805627.xml'}