Accession Number : AD0638684

Title :   ORTHOGONAL PROJECTION AND DISCRETE OPTIMAL LINEAR SMOOTHING.

Descriptive Note : Technical rept.

Corporate Author : NORTHWESTERN UNIV EVANSTON ILL INFORMATION-PROCESSING AND CONTROL SYSTEMS LAB

Personal Author(s) : Meditch,James S.

Report Date : JUL 1966

Pagination or Media Count : 31

Abstract : The smoothing filter and smoothing error convariance matrix equations are developed for discrete linear systems using the method of orthogonal projection. Two equivalent formulations are presented and found to agree with those of previous authors who had used other methods. The present results in conjunction with the earlier work of Kalman on prediction and filtering give a complete treatment of the discrete linear estimation problem from the viewpoint of orthogonal projection. (Author)

Descriptors :   (*OPTIMIZATION, *NUMERICAL ANALYSIS), S MATRIX, LINEAR SYSTEMS, MATHEMATICAL PREDICTION

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE