Accession Number:

AD0662317

Title:

INVARIANT IMBEDDING AND SEQUENTIAL INTERPOLATING FILTERS FOR NONLINEAR PROCESSES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Report Date:

1967-11-01

Pagination or Media Count:

22.0

Abstract:

The study shows how a sequential solution can be obtained for a fairly general nonlinear interpolation problem using a least-squares criterion for estimation, along with invariant imbedding techniques. The equations of the sequential interpolating filter are obtained by first showing the interpolation problem to be equivalent to a two-point boundary-value problem. The two-point boundary-value problem is then converted to an initial-value problem by means of invariant imbedding, and the initial-value problem leads directly to a sequential filter. To avoid unnecessary matrix manipulations, the formulation and solution are given for the scalar case only. Generalization to the vector case is straightforward. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE