
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 timediscrete 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