Accession Number:

AD0654027

Title:

APPLICATION OF THE KALMAN FILTER TO SEQUENTIAL OPTIMAL PARAMETER ESTIMATION VIA HOUSEHOLDER'S MATRIX INVERSION METHOD.

Descriptive Note:

Special rept.,

Corporate Author:

ARMY TEST AND EVALUATION COMMAND WHITE SANDS MISSILE RANGE N MEX DEPUTY FOR NATIONAL RANGE OPERATIONS

Personal Author(s):

Report Date:

1967-06-01

Pagination or Media Count:

101.0

Abstract:

A detailed derivation of the computable discrete equations for parameter estimation are developed in a geometrical vector-space setting for the state-space novice. Classical least squares curve fitting when approached with Kalmans sequential prediction-correction techniques look like state-vector feedback control problems. It is hoped that this paper will help bridge the gap between some of the modern and classical theory of systems analysis. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE