Accession Number:

AD0608944

Title:

INVARIANT IMBEDDING AND NONLINEAR FILTERING THEORY,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Report Date:

1964-12-01

Pagination or Media Count:

19.0

Abstract:

Suppose that a system is undergoing a process which we believe can be described by the differential equation dxdt gx, t. On the time interval 0, T we observe the function x, in a noisy manner, and denote this experimental function by the symbol y. We wish to determine the state of the system at time t T which is such that J is minimized, where J the integral with respect to dt, from 0 to T, of xt - yt to the second power. Many problems of orbit determination and adaptive control are of this type. A solution is suggested in both the scalar and vector cases, which makes use of certain ideas from the theory of invariant imbedding, and some numerical examples are provided. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE