Accession Number : ADA135175

Title :   Linear and Nonlinear Filtering and Related Inverse Scattering Problems.

Descriptive Note : Interim technical rept. 15 Mar 82-14 Mar 83,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s) : Mitter,S K ; Levy,B

PDF Url : ADA135175

Report Date : May 1983

Pagination or Media Count : 18

Abstract : This report discusses progress made on linear and non-linear filtering theory during the grant period. The two aspects of research included: Stochastic Control Interpretation of Non-linear filtering and its implication on approximate non-linear filtering, especially a rigorous analysis of the Extended kalman filter; and Scattering and Inverse Scattering Interpretation of Linear Estimation and development of new algorithms for linear estimation.

Descriptors :   *Information theory, *Nonlinear systems, *Stochastic control, *Inverse scattering, *Reports, Contracts, Parameters, Bayes theorem, Theory, Kalman filtering, Linearity, Estimates, Research management

Subject Categories : Information Science
      Operations Research
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE