Accession Number:

AD0600174

Title:

PARAMETER ESTIMATION IN NOISY SYSTEMS.

Descriptive Note:

Corporate Author:

HONEYWELL INC PHILADELPHIA PA

Personal Author(s):

• Levadi,V. S.

Report Date:

1964-05-06

Pagination or Media Count:

27.0

Abstract:

A class of iterative procedures for estimating the parameters of a linear dynamic system are examined. In the presence of measurement noise, other noise in the measured state of the system is shown to produce a biased estimate of the parameters. The nature of this bias is determined by the covariance matrices of the state vector and the noise vector.

Descriptors:

• (*LINEAR SYSTEMS
• NOISE)
• (*ITERATIONS
• LINEAR SYSTEMS)
• SIGNALS
• VECTOR ANALYSIS
• MATRICES(MATHEMATICS)
• MATHEMATICAL MODELS
• DIFFERENTIAL EQUATIONS

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE