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Accession Number:
ADA067284
Title:
A State Variable Approach to Stationary Time Series with Application for Predicting Displacement in a Large Underwater Suspended Array.
Corporate Author:
NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CONN NEW LONDON LAB
Report Date:
1979-02-21
Abstract:
State variable representation of systems is developed, together with the solution to the state space equation. The Kalman filter theory is outlined along with its extension to stationary processes and prediction. The relationship of the Kalman filter to the Wiener filter is also indicated. The motion of a large underwater suspended array is described in terms of the power spectrum of its displacement fluctuations. The variance of the error in the predicted array displacement is estimated, using Kalman filter theory based on 1- and 2-pole approximations of the displacement power spectrum. Closed-form expressions are maintained throughout the development. The results of the study show that the predicted array displacements are sensitive to the power spectral approximation, and that large errors in the displacement predictions can occur in relatively short periods of time. Author
Descriptive Note:
Technical rept.,
Pages:
0049
File Size:
14.53MB
