Propagation of Covariance Matrix for System Subjected to Random Unbiased Noise. Volume I.

Abstract

A model and algorithm have been developed for propagating the covariance matrix when a missile is subjected to random unbiased noise in flight. The statistical characteristics of the noise are modeled as a Markov process of known but time-varying covariance and time correlation. The techniques developed by Kalman and Bucy are used to estimate the statistics of the dependent variables by a deterministic computation. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1971
Accession Number
AD0725500

Entities

People

  • James F. Leathrum
  • Toney R. Perkins

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Markov Processes
  • Mathematical Analysis
  • Mathematics
  • Statistical Analysis
  • Statistics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.