Accession Number : ADA137222

Title :   On Mean Kullback-Leibler's Information Maximum Likelihood Principle and Uncertain Nonlinear Systems.

Descriptive Note : Technical rept.,

Corporate Author : MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB

Personal Author(s) : Lee,T S ; Dunn,K P

PDF Url : ADA137222

Report Date : 30 Nov 1983

Pagination or Media Count : 37

Abstract : The relationship between the (generalized) mean Kullback-Leibler's information and the (generalized) maximum likelihood principle is exploited in this report to analyze the state estimation problems of both discrete-time and continuous-time uncertain non-linear systems. (Author)

Descriptors :   *Mathematical models, *Nonlinear systems, *Maximum likelihood estimation, Parameters, Asymptotic normality, Kalman filtering, Difference equations, Probability distribution functions

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE