Accession Number : AD0755805

Title :   Polynomial Estimators for Time Discrete Systems in Hilbert Space,

Corporate Author : CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE

Personal Author(s) : Masenten,Wesley K.

Report Date : SEP 1972

Pagination or Media Count : 110

Abstract : Minimum variance finite polynomial estimators are investigated for time-discrete systems. The estimation problem is formulated in Hilbert space with the optimal estimate as the projection on the linear manifold generated by a finite set of polynomials of the observer. It is shown that this estimate may be partitioned into a predictor and corrector with the corrector being expressed as the product of a weighting vector and measurement residual. The problem of updating the estimator is viewed as two separate problems: incorporating new data and changing the time of the estimate. The first requires the generation of an observation residual and corresponding weighting vector while the second is a prediction or smoothing operation. General expressions for smoothing, filtering and prediction are developed as are formulas for the generation of an orthogonal set set of measurement residuals. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), POLYNOMIALS, HILBERT SPACE, STOCHASTIC PROCESSES, MEASURE THEORY, LINEAR SYSTEMS, NONLINEAR SYSTEMS, THEOREMS, MATHEMATICAL PREDICTION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE