Accession Number:

AD0653108

Title:

THE WIENER-HOPF SOLUTION OF THE OPTIMAL FIXED POINT SMOOTHING PROBLEM.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTHWESTERN UNIV EVANSTON ILL INFORMATION-PROCESSING AND CONTROL SYSTEMS LAB

Personal Author(s):

• Meditch,James S.

Report Date:

1967-06-01

Pagination or Media Count:

22.0

Abstract:

The algorithm for optimal fixed point data smoothing for continuous linear systems is developed by solving the appropriate Wiener-Hopf matrix integral equation in the time domain. Two formulations are given for generating the optimal smoothing filter gain matrix, and three matrix ordinary linear differential equations whose solutions yield the smoothing error covariance matrix are derived. The results substantiate and extend those obtained by the author earlier via another method. Author

Descriptors:

• (*LINEAR SYSTEMS
• ALGORITHMS)
• INTEGRAL EQUATIONS
• MEASUREMENT
• DIFFERENTIAL EQUATIONS
• MATRICES(MATHEMATICS)

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE