Accession Number : AD0757233

Title :   On the Choice of a System and Sensor Configuration for Optimal Linear Estimation.

Descriptive Note : Doctoral thesis,

Corporate Author : CALIFORNIA UNIV IRVINE SCHOOL OF ENGINEERING

Personal Author(s) : Rains,Robert Grover

Report Date : 1972

Pagination or Media Count : 171

Abstract : A system and sensor configuration control problem is formulated for a class of linear stochastic systems corrupted by Gaussian noise. The criterion function is a scalar measure of the terminal or steady-state error covariance matrix for the optimal linear estimator of the state of the system. A set of necessary conditions for optimality of a configuration control sequence is derived. The time-invariant case is examined in detail. A scalar example is solved analytically and a numerical algorithm is presented for the vector case. The time-varying problem with linear constraints is considered and two numerical methods of optimization are presented. (Author Modified Abstract)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, DETECTORS, MATRICES(MATHEMATICS), DIFFERENTIAL EQUATIONS, GUIDED MISSILE LAUNCHERS, SENSITIVITY, OPTIMIZATION, COMPUTER PROGRAMS, WHITE NOISE, INERTIAL NAVIGATION, INFORMATION THEORY, ENTROPY, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE