Accession Number : AD0807658
Title : TOPICS IN ESTIMATION THEORY.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CA STANFORD ELECTRONICS LABS
Personal Author(s) : Anderson, Brian D. O.
Report Date : DEC 1966
Pagination or Media Count : 13
Abstract : Nonlinear systems with white input and measurement noise of arbitrary probability density functions are studied in this paper. The relation between trajectory and state variable filtering is examined, and recursive equations are developed for trajectory smoothing and prediction. It is shown how dynamic programming can be used to reduce computational difficulties in modal (i.e., Most likely) trajectory prediction. (Author)
Descriptors : (*NONLINEAR SYSTEMS, MATHEMATICAL PREDICTION), (*DYNAMIC PROGRAMMING, TRAJECTORIES), PROBLEM SOLVING, PROBABILITY, FUNCTIONS(MATHEMATICS), DENSITY, VECTOR ANALYSIS, COMPUTER PROGRAMMING, NUMERICAL ANALYSIS, NOISE, THEORY.
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE