Accession Number : AD0725500

Title :   Propagation of Covariance Matrix for System Subjected to Random Unbiased Noise. Volume I.

Descriptive Note : Technical rept.,

Corporate Author : ARMY MATERIEL SYSTEMS ANALYSIS AGENCY ABERDEEN PROVING GROUND MD

Personal Author(s) : Perkins,Toney R. ; Leathrum,James F.

Report Date : FEB 1971

Pagination or Media Count : 123

Abstract : A model and algorithm have been developed for propagating the covariance matrix when a missile is subjected to random unbiased noise in flight. The statistical characteristics of the noise are modeled as a Markov process of known but time-varying covariance and time correlation. The techniques developed by Kalman and Bucy are used to estimate the statistics of the dependent variables by a deterministic computation. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), (*GUIDED MISSILE TRAJECTORIES, EQUATIONS OF MOTION), (*SURFACE TO SURFACE MISSILES, MATHEMATICAL MODELS), DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS), STATISTICAL ANALYSIS, ALGORITHMS, MONTE CARLO METHOD, COMPUTER PROGRAMS

Subject Categories : Statistics and Probability
      Guided Missile Traj, Accuracy and Ballistics

Distribution Statement : APPROVED FOR PUBLIC RELEASE