We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise. The aim is to reduce these to standard problems of optimal control which can be solved by iterative procedures. This reduction requires a preliminary data smoothing; stability...

We consider estimation of the parameter B in a multivariate linear functional relationship Xi=[xi]i+[xi]1i, Yi=B[xi]i+[xi]2i, i=1,...,n, where the errors ([zeta]1i', [zeta]2i') are independent standard normal and ([xi]i, i [set membership, variant] ) is a sequence of unknown nonrandom vectors...

This paper reports the experience of solving the distribution problem for the biggest fuel company in Chile. A planning, execution and control system for fuel distribution was developed. It employs a knowledge-based approach that utilizes a graphical user interface which mimics the mental model...