INVARIANT IMBEDDING AND SEQUENTIAL INTERPOLATING FILTERS FOR NONLINEAR PROCESSES,

Abstract

The study shows how a sequential solution can be obtained for a fairly general nonlinear interpolation problem using a least-squares criterion for estimation, along with invariant imbedding techniques. The equations of the sequential interpolating filter are obtained by first showing the interpolation problem to be equivalent to a two-point boundary-value problem. The two-point boundary-value problem is then converted to an initial-value problem by means of invariant imbedding, and the initial-value problem leads directly to a sequential filter. To avoid unnecessary matrix manipulations, the formulation and solution are given for the scalar case only. Generalization to the vector case is straightforward. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1967
Accession Number
AD0662317

Entities

People

  • A. Schumitzky
  • Harriet H. Kagiwada
  • R. Sridhar
  • Robert E. Kalaba

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Boundary Value Problems
  • Differential Equations
  • Equations
  • Interpolation
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Operations Research