Accession Number : AD0695454
Title : A GENERAL SEQUENTIAL LINEAR FILTER.
Descriptive Note : Report for Aug 68-Mar 69,
Corporate Author : AEROSPACE CORP EL SEGUNDO CALIF ENGINEERING SCIENCE OPERATIONS
Personal Author(s) : Johnson,Donald J.
Report Date : 31 JUL 1969
Pagination or Media Count : 22
Abstract : A Kalman filter that accounts for time correlated noise without augmenting the state vector or differencing the measurements is derived. The derivation also emphasizes the treatment in the estimation process of unsolved-for modeling errors in the dynamic model and in the measurement model. (Author)
Descriptors : (*INFORMATION THEORY, *ELECTRIC FILTERS), WHITE NOISE, LINEAR SYSTEMS, ANALYSIS OF VARIANCE, INTEGRAL EQUATIONS, CORRELATION TECHNIQUES, HILBERT SPACE
Subject Categories : Cybernetics
Distribution Statement : APPROVED FOR PUBLIC RELEASE