Accession Number:

ADA055828

Title:

Variable Metric Methods and Filtering Theory.

Descriptive Note:

Interim rept.,

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s):

Report Date:

1978-06-01

Pagination or Media Count:

9.0

Abstract:

In this paper we show that there is a close relationship between variable metric methods of function minimization and filtering of linear stochastic systems with disturbances which are emodelled as unknown but bounded functions. We develop new variable metric algorithms for function minimization. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE