A SUBOPTIMAL NONLINEAR ESTIMATOR FOR SYSTEMS WITH UNKNOWN PARAMETERS,
Abstract
An algorithm is presented which provides a maximum likelihood estimate for an unknown parameter contained in a linear-dynamic system driven by white, gaussian noise. The observations of the system are also corrupted by white noise. Taylor series expansions are used to develop approximations to the estimation equations. These approximations are recursive and can be calculated iteratively. The algorithm can be realized either as an analog or as a digital system and is shown to compare favorably with existing techniques in a simple example. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1970
- Accession Number
- AD0712894
Entities
People
- Richard Stanton Brownell
Organizations
- University of Illinois Urbana–Champaign