
Accession Number : AD0688258
Title : NEWTON'S METHOD IN DISCRETETIME 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 discretetime nonlinear dynamic systems from noisy measurements can be formulated as a nonlinear twopoint boundaryvalue problem. In this paper, an algorithm is developed for solving the above boundaryvalue 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