Accession Number : AD0718410

Title :   On Computational Efficiency of Linear Filtering Algorithms.

Descriptive Note : Rept for Sep 69-Aug 70,

Corporate Author : AEROSPACE CORP EL SEGUNDO CALIF OFFICE FOR DEVELOPMENT PLANNING

Personal Author(s) : Gura,I. A. ; Bierman,A. B.

Report Date : 15 NOV 1970

Pagination or Media Count : 43

Abstract : Although considerable attention has been given to various aspect of the filtering problem, the question of computer requirements has not been analyzed in detail. The report presents an attempt at a systematic analysis of this problem. Formulae for the arithmetic operation count and storage requirements are derived for several popular filtering algorithms within the framework of a general estimation problem. Parameters included in the study are the dimensions of the state vector, the frequency and number of observations, and the frequency of state vector updates. The results for each algorithm are discussed from a practical viewpoint and comparisons are made for certain interesting cases. Several common misconceptions are exposed. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*COMPUTER PROGRAMMING, EFFICIENCY), MATRICES(MATHEMATICS), STATISTICAL ANALYSIS, SEQUENCES(MATHEMATICS), LEAST SQUARES METHOD, ALGORITHMS

Subject Categories : Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE