Accession Number:

AD0657754

Title:

PRIOR INFORMATION AND BIAS IN SEQUENTIAL ESTIMATION,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1967-08-01

Pagination or Media Count:

7.0

Abstract:

This article applies discrete sequential filtering to estimation of an unknown vector x imbedded in nonstationary uncorrelated noise, when observations depend linearly on x in a time-varying manner. Such a situation occurs in trajectory determination close to the earth. We solve the recursive filter equations to obtain the n-th estimate of x, xn, and its convariance matrix Pn, in terms of the observations zi, i1, ..., n and initial values xo, Po. These expressions illustrate how the a priori information can introduce bias into the sequential estimates.

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE