Accession Number : AD0662317

Title :   INVARIANT IMBEDDING AND SEQUENTIAL INTERPOLATING FILTERS FOR NONLINEAR PROCESSES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Kagiwada,H. H. ; Kalaba,R. E. ; Schumitzky,A. ; Sridhar,R.

Report Date : NOV 1967

Pagination or Media Count : 22

Abstract : The study shows how a sequential solution can be obtained for a fairly general nonlinear interpolation problem using a least-squares criterion for estimation, along with invariant imbedding techniques. The equations of the sequential interpolating filter are obtained by first showing the interpolation problem to be equivalent to a two-point boundary-value problem. The two-point boundary-value problem is then converted to an initial-value problem by means of invariant imbedding, and the initial-value problem leads directly to a sequential filter. To avoid unnecessary matrix manipulations, the formulation and solution are given for the scalar case only. Generalization to the vector case is straightforward. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), (*NUMERICAL METHODS AND PROCEDURES, PROBLEM SOLVING), ORBITS, BOUNDARY VALUE PROBLEMS, INTERPOLATION, BOUNDARY VALUE PROBLEMS, ITERATIONS, LEAST SQUARES METHOD, GUIDANCE

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE