Accession Number : AD0688258

Title :   NEWTON'S METHOD IN DISCRETE-TIME NONLINEAR DATA SMOOTHING,

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 : 18

Abstract : It is well known that the problem of estimating the state and parameters of discrete-time nonlinear dynamic systems from noisy measurements can be formulated as a nonlinear two-point boundary-value problem. In this paper, an algorithm is developed for solving the above boundary-value problem. The algorithm, which is based on Newton's method, requires very little storage. A detailed discussion of the algorithm is given and certain extensions of it are indicated. (Author)

Descriptors :   (*CONTROL SYSTEMS, *NONLINEAR DIFFERENTIAL EQUATIONS), (*BOUNDARY VALUE PROBLEMS, NUMERICAL ANALYSIS), INFORMATION THEORY, APPROXIMATION(MATHEMATICS), DECISION THEORY, NONLINEAR SYSTEMS, ALGORITHMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE