TIME CORRELATION OF ESTIMATION ERRORS WITH AEROSPACE APPLICATIONS.
Rept. for Nov 68-Jun 69,
AEROSPACE CORP EL SEGUNDO CALIF ENGINEERING SCIENCE OPERATIONS
Pagination or Media Count:
In the past decade, many theoretical and application papers have appeared in the general area known as estimation theory. The majority of these have dealt with linear recursive estimation theory and often carry the name Kalman filtering, recursive least squares estimation, etc. More recently, theoretical results for nonlinear recursive filters have appeared. This paper presents the theory of estimation error time correlation properties for linear recursive estimators. Then, real applications where correlation properties are important are examined. Finally, an interesting new notion of matching of interacting measurement devices in a system with random inputs is presented as a new area of practical research in sequential estimation theory. Author