Accession Number : AD0676802

Title :   APPROXIMATE SOLUTION ALGORITHMS FOR NONLINEAR FILTER PROBLEMS,

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX INFORMATION AND CONTROL SCIENCES CENTER

Personal Author(s) : Sage,Andrew P. ; Ewing,William S.

Report Date : 1968

Pagination or Media Count : 5

Abstract : This paper presents a summary and evaluation of several approximation procedures which may be used to obtain maximum a-posterior density estimates, least integral square error and minimum covariance of error sequential state and parameter estimators in nonlinear systems. A simple example which illustrates the similarities and differences of the computational algorithms for the various methods is presented. (Author)

Descriptors :   (*CONTROL SYSTEMS, INFORMATION THEORY), ALGORITHMS, APPROXIMATION(MATHEMATICS), NONLINEAR SYSTEMS, LEAST SQUARES METHOD, DYNAMIC PROGRAMMING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE