Accession Number:

AD0712894

Title:

A SUBOPTIMAL NONLINEAR ESTIMATOR FOR SYSTEMS WITH UNKNOWN PARAMETERS,

Descriptive Note:

Corporate Author:

ILLINOIS UNIV URBANA COORDINATED SCIENCE LAB

Personal Author(s):

Report Date:

1970-06-01

Pagination or Media Count:

53.0

Abstract:

An algorithm is presented which provides a maximum likelihood estimate for an unknown parameter contained in a linear-dynamic system driven by white, gaussian noise. The observations of the system are also corrupted by white noise. Taylor series expansions are used to develop approximations to the estimation equations. These approximations are recursive and can be calculated iteratively. The algorithm can be realized either as an analog or as a digital system and is shown to compare favorably with existing techniques in a simple example. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE