Accession Number:

AD0688258

Title:

NEWTON'S METHOD IN DISCRETE-TIME NONLINEAR DATA 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:

It is well known that the problem of estimating the state and parameters of discrete-time nonlinear dynamic systems from noisy measurements can be formulated as a nonlinear two-point boundary-value problem. In this paper, an algorithm is developed for solving the above boundary-value problem. The algorithm, which is based on Newtons method, requires very little storage. A detailed discussion of the algorithm is given and certain extensions of it are indicated. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE