Accession Number : AD0600174

Title :   PARAMETER ESTIMATION IN NOISY SYSTEMS.

Corporate Author : HONEYWELL INC PHILADELPHIA PA

Personal Author(s) : Levadi,V. S.

Report Date : 06 MAY 1964

Pagination or Media Count : 27

Abstract : A class of iterative procedures for estimating the parameters of a linear dynamic system are examined. In the presence of measurement noise, other noise in the measured state of the system is shown to produce a biased estimate of the parameters. The nature of this bias is determined by the covariance matrices of the state vector and the noise vector.

Descriptors :   (*LINEAR SYSTEMS, NOISE), (*ITERATIONS, LINEAR SYSTEMS), SIGNALS, VECTOR ANALYSIS, MATRICES(MATHEMATICS), MATHEMATICAL MODELS, DIFFERENTIAL EQUATIONS

Distribution Statement : APPROVED FOR PUBLIC RELEASE