OPTIMAL SAMPLING DISTRIBUTIONS FOR BAYES ESTIMATION OF RE-ENTRY PARAMETERS.
Interim technical rept.,
UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES DEPT OF ELECTRICAL ENGINEERING
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Real time Bayesian estimation of the parameters of a non-linear dynamic system, such as a ballistic vehicle undergoing atmospheric re-entry, requires that the evaluation algorithm converge as rapidly as possible. One possible method for the evaluation of the Bayes estimate is by the use of Monte Carlo procedures. This report investigates the conditions necessary for the most rapid convergence of the Monte Carlo procedures for the evaluation of the Bayes estimate. Author
- Theoretical Mathematics
- Fluid Mechanics