Accession Number : AD0674406

Title :   A TUTORIAL DERIVATION OF RECRUSIVE WEIGHTED LEAST SQUARES STATE-VECTOR ESTIMATION THEORY (KALMAN THEORY)

Descriptive Note : Special rept.

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

Personal Author(s) : Pappas, James S.

PDF Url : AD0674406

Report Date : AUG 1968

Pagination or Media Count : 59

Abstract : This is one of a series of tutorial reports deriving the discrete recursive Kalman estimation equations. The series proceeds from unweighted to weighted least squares parameter estimation in a vector space setting to the stage-wise updating, to time varying parameter or state variable estimation. The derivatives have been stage-wise tutorial in an attempt to make the theory accessible to the 'non-specialist' in optimization theory.

Descriptors :   *INFORMATION THEORY, OPTIMIZATION, MATRICES(MATHEMATICS), COMPUTER PROGRAMMING, MATHEMATICAL LOGIC, LEAST SQUARES METHOD, VECTOR SPACES, CORRELATION TECHNIQUES.

Subject Categories : Operations Research
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE