Accession Number : AD0654027

Title :   APPLICATION OF THE KALMAN FILTER TO SEQUENTIAL OPTIMAL PARAMETER ESTIMATION VIA HOUSEHOLDER'S MATRIX INVERSION METHOD.

Descriptive Note : Special rept.,

Corporate Author : ARMY TEST AND EVALUATION COMMAND WHITE SANDS MISSILE RANGE N MEX DEPUTY FOR NATIONAL RANGE OPERATIONS

Personal Author(s) : Pappas,James

Report Date : JUN 1967

Pagination or Media Count : 101

Abstract : A detailed derivation of the computable discrete equations for parameter estimation are developed in a geometrical vector-space setting for the state-space novice. Classical least squares curve fitting when approached with Kalman's sequential prediction-correction techniques look like state-vector feedback control problems. It is hoped that this paper will help bridge the gap between some of the modern and classical theory of systems analysis. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), (*STOCHASTIC PROCESSES, THEORY), EQUATIONS, LEAST SQUARES METHOD, MATRICES(MATHEMATICS), VECTOR SPACES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE