Accession Number:

ADA135175

Title:

Linear and Nonlinear Filtering and Related Inverse Scattering Problems.

Descriptive Note:

Interim technical rept. 15 Mar 82-14 Mar 83,

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s):

Report Date:

1983-05-01

Pagination or Media Count:

18.0

Abstract:

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.

Subject Categories:

  • Information Science
  • Operations Research
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE