Accession Number:

AD0725500

Title:

Propagation of Covariance Matrix for System Subjected to Random Unbiased Noise. Volume I.

Descriptive Note:

Technical rept.,

Corporate Author:

ARMY MATERIEL SYSTEMS ANALYSIS AGENCY ABERDEEN PROVING GROUND MD

Personal Author(s):

Report Date:

1971-02-01

Pagination or Media Count:

123.0

Abstract:

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

Subject Categories:

  • Statistics and Probability
  • Guided Missile Trajectories, Accuracy and Ballistics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE