Accession Number : AD0657754

Title :   PRIOR INFORMATION AND BIAS IN SEQUENTIAL ESTIMATION,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Klinger,Allen

Report Date : AUG 1967

Pagination or Media Count : 7

Abstract : This article applies discrete sequential filtering to estimation of an unknown vector x imbedded in nonstationary uncorrelated noise, when observations depend linearly on x in a time-varying manner. Such a situation occurs in trajectory determination close to the earth. We solve the recursive filter equations to obtain the n-th estimate of x, xn, and its convariance matrix Pn, in terms of the observations (zi, i=1, ..., n) and initial values xo, Po. These expressions illustrate how the a priori information can introduce bias into the sequential estimates.

Descriptors :   (*INFORMATION THEORY, SEQUENTIAL ANALYSIS), TRAJECTORIES, NOISE, ERRORS, DECISION THEORY, OPTIMIZATION, MATHEMATICAL ANALYSIS

Subject Categories : Statistics and Probability
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE