Accession Number : AD0705247

Title :   ADAPTIVE BAYES FILTERING WITH UNKNOWN PRIOR STATISTICS4

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX INFORMATION AND CONTROL SCIENCES CENTER

Personal Author(s) : Husa,Gary W. ; Sage,Andrew P.

Report Date : 16 APR 1969

Pagination or Media Count : 80

Abstract : Two problems which occur when methods of optimal estimation are applied to an actual problem are the choice of prior statistics and the choice of a mathematical system model. This research discusses various existing methods for adaptively estimating system parameters and prior statistics and then presents the development of optimal and suboptimal Bayes estimation algorithms for filtering with unknown prior statistics. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), DECISION THEORY, SEQUENTIAL ANALYSIS, MATRICES(MATHEMATICS), ADAPTIVE SYSTEMS, ALGORITHMS, SIMULATION

Subject Categories : Statistics and Probability
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE