
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 leastsquares 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 twopoint boundaryvalue problem. The twopoint boundaryvalue problem is then converted to an initialvalue problem by means of invariant imbedding, and the initialvalue 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