Accession Number:

AD0739609

Title:

Detection Scheme for Jump of Input with Known Mean and Covariance Matrix

Descriptive Note:

Corporate Author:

RENSSELAER POLYTECHNIC INST TROY NY

Personal Author(s):

Report Date:

1971-01-01

Pagination or Media Count:

3.0

Abstract:

The paper discusses the use of Bayes rule for the detection of the time of application of an impulse input in a system, along with the Kalman Filter algorithm for estimation of the system parameters. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE