AN INTRODUCTION TO ESTIMATION THEORY FOR DYNAMICAL SYSTEMS

Abstract

Estimation (filtering) theory for dynamical sys tems is reviewed. Emphasis is on time varying systems and nonstationary stochastic processes. The basic ideas for linear systems are presented in an intuitive manner using time domain tech niques and the state variable concept. Both continuous and discrete time systems are dis cussed. A control problem and the principle of least squares curve fitting are related to the basic estimation problem. In addition to the presentation of fundamental principles for linear systems, brief discussions on a wide variety of related subjects are included in an appendix.

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Document Details

Document Type
Technical Report
Publication Date
Aug 28, 1963
Accession Number
AD0417777

Entities

People

  • Fred C. Schweppe

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies
  • Weapons Technologies

DTIC Thesaurus Topics

  • Computers
  • Curve Fitting
  • Data Processing
  • Differential Equations
  • Engineering
  • Estimators
  • Frequency Domain
  • Information Theory
  • Interpolation
  • Linear Systems
  • Probability
  • Random Variables
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Stochastic Processes
  • Time Domain

Readers

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  • Systems Analysis and Design