MAXIMUM-LIKELIHOOD PREDICTION AND ESTIMATION FOR NONLINEAR DYNAMIC SYSTEMS
RAND CORP SANTA MONICA CA
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A method is given for determining the system state using noise-corrupted observations of a non-linear dynamic invector process, with a numerical application to radar observation of a reentry body. The study examined the feasibility of numerically solving the vector-differential equations satisfied by the maximum-likelihood estimator. The maximum-likelihood estimate is that initial condition which minimizes a certain functional on itself, on the observation, and on the a priori statistics.
- Statistics and Probability
- Active and Passive Radar Detection and Equipment