Accession Number:

ADA067661

Title:

Estimator Performance for a Class of Nonlinear Estimation Problems.

Descriptive Note:

Interim rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

• Liu,Chang-Huan
• Marcus,Steven I.

Report Date:

1979-03-23

Pagination or Media Count:

24.0

Abstract:

The state estimation problem for a certain class of nonlinear stochastic systems with white Gaussian plant and observation noise is considered. The optimal minimum variance estimators for these systems are recursive and finite dimensional. A particular nonlinear system which contains a polynomial nonlinearity is presented. Both optimal and suboptimal estimators and an estimation lower bound for such a system are derived. The performance of the optimal and suboptimal estimators and the lower bound are compared both analytically and by computer simulation. Author

Descriptors:

• *COMPUTERIZED SIMULATION
• *STOCHASTIC PROCESSES
• *ESTIMATES
• OPTIMIZATION
• MATRICES(MATHEMATICS)
• GAUSSIAN NOISE
• BOUNDARIES
• POLYNOMIALS
• NONLINEAR ANALYSIS
• COVARIANCE
• VOLTERRA EQUATIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE