
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 timevarying manner. Such a situation occurs in trajectory determination close to the earth. We solve the recursive filter equations to obtain the nth 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