Accession Number:

ADA224917

Title:

Smoothing for Multipoint Boundary Value Models

Descriptive Note:

Technical rept.

Corporate Author:

JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF ELECTRICAL AND COMPUTER ENGINEERING

Personal Author(s):

Report Date:

1990-07-25

Pagination or Media Count:

21.0

Abstract:

We show how to solve the linear least-squares smoothing problem for multipoint boundary value models. The complementary model is derived and is used to determine the Hamiltonian equations for the smoothed state estimate and its error covariance. Stable algorithms are obtained using an invariant imbedding multiple shooting procedure. Keywords Boundary value models, A causal models, Smoothing.

Subject Categories:

  • Theoretical Mathematics
  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE