Accession Number : AD0688244

Title :   SEQUENTIAL ESTIMATION FOR DISCRETE-TIME NONLINEAR SYSTEMS,

Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH INFORMATION SCIENCES LAB

Personal Author(s) : Meditch,J. S.

Report Date : APR 1969

Pagination or Media Count : 21

Abstract : The problem of state and parameter estimation for noisy discrete-time nonlinear dynamic systems is examined from the viewpoint of marginal maximum likelihood estimation. Approximate algorithms for sequential prediction, filtering, and smoothing are developed. The former two are in agreement with previous results; the latter is new. A technique for iterative-sequential filtering and smoothing using Newton's method is indicated. A numerical example is included to illustrate the results. (Author)

Descriptors :   (*CONTROL SYSTEMS, INFORMATION THEORY), NONLINEAR SYSTEMS, ITERATIONS, DECISION THEORY, MATHEMATICAL PREDICTION, ALGORITHMS

Subject Categories : Theoretical Mathematics
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE