Accession Number:

AD0741892

Title:

Realization of Optimum Discrete-Time Nonlinear Estimators,

Descriptive Note:

Corporate Author:

UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES DEPT OF AEROSPACE ENGINEERING AND MATHEMATICS

Personal Author(s):

Report Date:

1971-10-01

Pagination or Media Count:

13.0

Abstract:

The authors discuss the problems associated with the implementation of optimal discrete-time nonlinear filters on a digital computer. For storage of the conditional densities the authors consider a point mass representation on a peculiar form of floating grid. In order to implement the Bayes-law computation the authors introduced a simplifying ellipsoid tracking technique which eliminates most of the unnecessary points from the computation. The authors also discuss a method for handling multimodal densities and a simple illustrative example. Author

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software
  • Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE