STATE ESTIMATION IN SYSTEMS CONTAINING SERIALLY CORRELATED MEASUREMENT NOISE,

Abstract

The techniques of recursive least squares analysis are applied to the state estimation problem for systems which contain both dynamic noise and serially correlated measurement noise. Generalized filter equations are obtained, and special cases of these equations which are suitable for real-time applications are considered. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1969
Accession Number
AD0689658

Entities

People

  • Frederick C. Johnson

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Equations
  • Measurement

Fields of Study

  • Mathematics

Readers

  • Acoustics.
  • Calculus or Mathematical Analysis
  • Parallel and Distributed Computing.