Accession Number:

AD0736782

Title:

Practical Nonlinear Filtering of Discrete Observations by Generalized Least Swuares Approximation of the Conditional Probability Distribution,

Descriptive Note:

Corporate Author:

WASHINGTON UNIV ST LOUIS MO CONTROL SYSTEMS SCIENCE AND ENGINEERING

Personal Author(s):

Report Date:

1971-10-20

Pagination or Media Count:

14.0

Abstract:

The requirements for practical implementation of recursive filtering algorithms are discussed. A generalization of standard least squares approximation is used to produce a versatile tool for designing practical recursive filtering algorithms. Author

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE