Accession Number:

AD0680765

Title:

MAXIMUM-LIKELIHOOD PREDICTION AND ESTIMATION FOR NONLINEAR DYNAMIC SYSTEMS

Descriptive Note:

Memorandum

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1968-12-01

Pagination or Media Count:

99.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability
  • Cybernetics
  • Active and Passive Radar Detection and Equipment

Distribution Statement:

APPROVED FOR PUBLIC RELEASE