
Accession Number : AD0864177
Title : A Differential Game Approach to State Estimation,
Corporate Author : GENERAL DYNAMICS GROTON CT ELECTRIC BOAT DIV
Personal Author(s) : Jarvis, H. ; Knapp, C. H.
Report Date : 22 AUG 1969
Pagination or Media Count : 32
Abstract : Several approaches are formulated to the problem of estimation of the state of a dynamic system when the model contains unknown parameters. The fundamental concept can be considered as 'worst case design.' The estimator has the structure of a Kalman filter whose parameters are determined to minimize mean squared estimation error for the worst possible set of timevarying parameters. The problem is similar to a differential game in which one antagonist controls the estimator parameters and the second antagonist controls the uncertain model parameters, with conflicting goals regarding the mean squared estimation error. The problem is assumed to have a saddlepoint solution so that the cost function can be simultaneously minimized and maximized, leading, in general, to a more tractable solution. The two approaches considered involve either constraining the unknown parameter set to a compact region or penalizing the integral squared value of the parameter vector. Both approaches require computer solutions, and a basic computational approach is set up for both. It should be realized that this is merely a formulation of the problem without consideration of the existence of solutions and with no results to demonstrate feasibility or utility. (Author)
Descriptors : (*SUBMARINES, UNDERWATER TRACKING), (*UNDERWATER TRACKING, SONAR TARGETS), (*GAME THEORY, DIFFERENTIAL EQUATIONS), WAR GAMES, INFORMATION THEORY, DECISION THEORY, STOCHASTIC PROCESSES.
Subject Categories : Operations Research
Cybernetics
Military Operations, Strategy and Tactics
Acoustic Detection and Detectors
Distribution Statement : APPROVED FOR PUBLIC RELEASE