Accession Number : AD0717109

Title :   Optimal Linear Filtering with Noisy, Time-Delayed Observations,

Corporate Author : RENSSELAER POLYTECHNIC INST TROY N Y SYSTEMS ENGINEERING DIV

Personal Author(s) : Farese,Michael ; Kaufman,Howard

Report Date : 1970

Pagination or Media Count : 12

Abstract : An optimal filter is developed for constructing a minimum variance estimate of the state of a linear system when the available data consists of noisy, time-delayed observations of the state. The delay is taken to be constant, and as a result the filter is specified by differential-difference equations and may be implemented on-line. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), DIFFERENTIAL EQUATIONS, DIFFERENCE EQUATIONS, INTEGRAL EQUATIONS, MATRICES(MATHEMATICS), NUMERICAL INTEGRATION, WHITE NOISE, ANALYSIS OF VARIANCE, LINEAR SYSTEMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE