Accession Number:

AD0827771

Title:

THE 'MOVING WINDOW' APPROACH TO THE PROBLEMS OF ESTIMATION AND IDENTIFICATION,

Descriptive Note:

Corporate Author:

AEROSPACE CORP EL SEGUNDO CA EL SEGUNDO TECHNICAL OPERATIONS

Personal Author(s):

Report Date:

1967-06-01

Pagination or Media Count:

30.0

Abstract:

A recursive computational solution is derived for the moving window approach to the problems of estimation and identification. The moving window technique is one which bases its estimates on the most recent finite set of past measurements. As a new measurement is taken in, the oldest measurement of the set is dropped. The practical applications, stochastic interpretations, and computational problems of this technique are also discussed. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE