NEWTON'S METHOD IN DISCRETE-TIME NONLINEAR DATA SMOOTHING,

Abstract

It is well known that the problem of estimating the state and parameters of discrete-time nonlinear dynamic systems from noisy measurements can be formulated as a nonlinear two-point boundary-value problem. In this paper, an algorithm is developed for solving the above boundary-value problem. The algorithm, which is based on Newton's method, requires very little storage. A detailed discussion of the algorithm is given and certain extensions of it are indicated. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0688258

Entities

People

  • J. S. Meditch

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Boundaries
  • Boundary Value Problems
  • Differential Equations
  • Mathematics
  • Measurement

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis