MAXIMUM-LIKELIHOOD PREDICTION AND ESTIMATION FOR NONLINEAR DYNAMIC SYSTEMS

Abstract

A method is given for determining the system state using noise-corrupted observations of a non-linear dynamic invector process, with a numerical application to radar observation of a reentry body. The study examined the feasibility of numerically solving the vector-differential equations satisfied by the maximum-likelihood estimator. The maximum-likelihood estimate is that initial condition which minimizes a certain functional on itself, on the observation, and on the a priori statistics.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1968
Accession Number
AD0680765

Entities

People

  • L. D. Attaway

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computational Science
  • Computations
  • Computers
  • Differential Equations
  • Engineering
  • Equations
  • Equations Of Motion
  • Estimators
  • Filters
  • Probability
  • Random Variables
  • Reentry Vehicles
  • Statistical Distributions
  • Statistics
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Statistical inference.