Accession Number : AD0464023


Title :   ESTIMATING AND DETECTING THE OUTPUTS OF LINEAR DYNAMICAL SYSTEMS


Descriptive Note : Technical rept.


Corporate Author : STANFORD UNIV CA STANFORD ELECTRONICS LABS


Personal Author(s) : Weaver, C S


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/464023.pdf


Report Date : Dec 1964


Pagination or Media Count : 117


Abstract : This investigation considers three closely related problems: the optimum filtering of stationary or near-stationary random processes with unknown parameters from an infinite parameter set; estimation of the state of a linear discrete dynamical system with nongaussian noisy inputs; and applications of state estimation theory to detection. The form of the optimum filter when the parameters are unknown is found to have weights that are averages of simple functions of the signal and noise spectra averaged over the parameter space. Practical methods for implementation are given. The key problem is nonlinear state variable estimation is obtaining the joint density of the states and the observations in a convenient form.


Descriptors :   *ADAPTIVE CONTROL SYSTEMS , *SYSTEMS ENGINEERING , SPACECRAFT , STOCHASTIC PROCESSES , DETECTION , DATA TRANSMISSION SYSTEMS , MATRICES(MATHEMATICS) , COMPUTER PROGRAMMING , PROBABILITY , TOPOLOGY , MATHEMATICAL PREDICTION , FEEDBACK , SIGNALS , DECISION THEORY , SAMPLING , VECTOR ANALYSIS , ELECTROMAGNETIC WAVE FILTERS , INFORMATION THEORY , CORRELATION TECHNIQUES , TRAJECTORIES , SET THEORY , CALCULUS OF VARIATIONS , ROCKETS , INTEGRAL TRANSFORMS , CONTROL SEQUENCES , CURVE FITTING , LINEAR SYSTEMS , OPTIMIZATION


Subject Categories : Patrol and Reconnaissance Aircraft


Distribution Statement : APPROVED FOR PUBLIC RELEASE