Accession Number : AD0689658

Title :   STATE ESTIMATION IN SYSTEMS CONTAINING SERIALLY CORRELATED MEASUREMENT NOISE,

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

Personal Author(s) : Johnson,Frederick C.

Report Date : MAY 1969

Pagination or Media Count : 16

Abstract : The techniques of recursive least squares analysis are applied to the state estimation problem for systems which contain both dynamic noise and serially correlated measurement noise. Generalized filter equations are obtained, and special cases of these equations which are suitable for real-time applications are considered. (Author)

Descriptors :   (*INFORMATION THEORY, LEAST SQUARES METHOD), EXPERIMENTAL DATA, CONTROL SYSTEMS, WHITE NOISE, LINEAR SYSTEMS, REAL TIME, DECISION MAKING, CORRELATION TECHNIQUES

Subject Categories : Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE