Accession Number : AD0736782

Title :   Practical Nonlinear Filtering of Discrete Observations by Generalized Least Swuares Approximation of the Conditional Probability Distribution,

Corporate Author : WASHINGTON UNIV ST LOUIS MO CONTROL SYSTEMS SCIENCE AND ENGINEERING

Personal Author(s) : Center,Julian L. , Jr

Report Date : 20 OCT 1971

Pagination or Media Count : 14

Abstract : The requirements for practical implementation of recursive filtering algorithms are discussed. A generalization of standard least squares approximation is used to produce a versatile tool for designing practical recursive filtering algorithms. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*INFORMATION THEORY, PROBABILITY DENSITY FUNCTIONS), LEAST SQUARES METHOD, APPROXIMATION(MATHEMATICS), RECURSIVE FUNCTIONS, MEASURE THEORY

Subject Categories : Statistics and Probability
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE