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