Accession Number : AD0741892

Title :   Realization of Optimum Discrete-Time Nonlinear Estimators,

Corporate Author : UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES DEPT OF AEROSPACE ENGINEERING AND MATHEMATICS

Personal Author(s) : Bucy,Richard S. ; Senne,Kenneth D.

Report Date : OCT 1971

Pagination or Media Count : 13

Abstract : The authors discuss the problems associated with the implementation of optimal discrete-time nonlinear filters on a digital computer. For storage of the conditional densities the authors consider a point mass representation on a peculiar form of floating grid. In order to implement the Bayes-law computation the authors introduced a simplifying ellipsoid tracking technique which eliminates most of the unnecessary points from the computation. The authors also discuss a method for handling multimodal densities and a simple illustrative example. (Author)

Descriptors :   (*NUMERICAL ANALYSIS, COMPUTER PROGRAMMING), APPROXIMATION(MATHEMATICS), DIGITAL COMPUTERS, INTEGRALS, MATRICES(MATHEMATICS), OPTIMIZATION, NONLINEAR SYSTEMS

Subject Categories : Theoretical Mathematics
      Computer Programming and Software
      Computer Hardware

Distribution Statement : APPROVED FOR PUBLIC RELEASE