Accession Number:

AD0688108

Title:

FORMAL ALGORITHMS FOR CONTINUOUS-TIME NONLINEAR FILTERING AND SMOOTHING,

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH INFORMATION SCIENCES LAB

Personal Author(s):

Report Date:

1969-04-01

Pagination or Media Count:

18.0

Abstract:

Kalmans formal limiting procedure is applied to some recent results in sequential discrete-time nonlinear filtering and smoothing to obtain the corresponding estimation algorithms for continuous-time nonlinear dynamic systems. The resulting filtering algorithm is found to agree with the well-known Detchmendy-Sridhar filter which was obtained via another method. The present smoothing algorithm is a new result. It is argued that the combined filter-smoothing results here lead to an estimation algorithm which is second-order in both system dynamics and measurement function nonlinearity. Author

Subject Categories:

  • Theoretical Mathematics
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE