Propagation of Covariance Matrix for System Subjected to Random Unbiased Noise. Volume I.
ARMY MATERIEL SYSTEMS ANALYSIS AGENCY ABERDEEN PROVING GROUND MD
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A model and algorithm have been developed for propagating the covariance matrix when a missile is subjected to random unbiased noise in flight. The statistical characteristics of the noise are modeled as a Markov process of known but time-varying covariance and time correlation. The techniques developed by Kalman and Bucy are used to estimate the statistics of the dependent variables by a deterministic computation. Author
- Statistics and Probability
- Guided Missile Trajectories, Accuracy and Ballistics