APPLICATION OF THE KALMAN FILTER TO SEQUENTIAL OPTIMAL PARAMETER ESTIMATION VIA HOUSEHOLDER'S MATRIX INVERSION METHOD.
Abstract
A detailed derivation of the computable discrete equations for parameter estimation are developed in a geometrical vector-space setting for the state-space novice. Classical least squares curve fitting when approached with Kalman's sequential prediction-correction techniques look like state-vector feedback control problems. It is hoped that this paper will help bridge the gap between some of the modern and classical theory of systems analysis. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1967
- Accession Number
- AD0654027
Entities
People
- James Pappas
Organizations
- United States Army Test and Evaluation Command