Optimal Filters for Nilpotent Associate-Algebraic Bilinear Systems.

reportActive / Technical Report | Accession Number: ADA062772 | Open PDF

Abstract:

We consider a bilinear signal process driven by a, Gauss-Markov process which is observed in additive, white, gaussian noise. An exact stochastic differential equation for the least squares filter is derived when the signal process satisfies a nilpotency condition. It is shown that the filter is also bilinear and moreover that it satisfies an analogous nilpotency condition. Finally, an example is presented and ways of reducing filter dimensionality discussed. Author

Author(s):
Chikte, Shirish D. ; Lo, James T.
Author Organization(s):
MARYLAND UNIV BALTIMORE COUNTY CATONSVILLE DIV OF MATHEMATICS AND PHYSICS
Descriptive Note:
Mathematics research rept.,
Supplementary Note:
DOI: 10.21236/ADA062772
Pagination:
0013

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release, Document Partially Illegible
Distribution Statement:
Availability: Document Partially Illegible.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MPR-78-12, AFOSR-TR-78-1544
Contract/Grant Number(s):
AFOSR-74-2671
Task Number(s):
A1
Project Number(s):
2304
Monitor Series:
TR-78-1544
 Subject Terms
Joint Capability Areas:
JCA_5.3_Planning; JCA_5_Command and Control
Modernization Areas:
Space
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*SIGNAL PROCESSING, *MATHEMATICAL FILTERS, ATTITUDE CONTROL SYSTEMS, WHITE NOISE, GAUSSIAN NOISE, LEAST SQUARES METHOD, ASSOCIATIVE PROCESSING, NONLINEAR ANALYSIS, INERTIAL NAVIGATION, MARKOV PROCESSES, SATELLITE ATTITUDE
Field(s)/Group(s):
Cybernetics
Keyword(s):
Binlinear systems, PE61102F, WUAFOSR2304A1
Report Date:
1978 Oct 01