Linear and Nonlinear Filtering and Related Inverse Scattering Problems.
Interim technical rept. 15 Mar 82-14 Mar 83,
MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS
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This report discusses progress made on linear and non-linear filtering theory during the grant period. The two aspects of research included Stochastic Control Interpretation of Non-linear filtering and its implication on approximate non-linear filtering, especially a rigorous analysis of the Extended kalman filter and Scattering and Inverse Scattering Interpretation of Linear Estimation and development of new algorithms for linear estimation.
- Information Science
- Operations Research