Detection Scheme for Jump of Input with Known Mean and Covariance Matrix

Abstract

The paper discusses the use of Baye's rule for the detection of the time of application of an impulse input in a system, along with the Kalman Filter algorithm for estimation of the system parameters. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1971
Accession Number
AD0739609

Entities

People

  • C. N. Shen
  • Probal Sanyal

Organizations

  • Rensselaer Polytechnic Institute

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computations
  • Contracts
  • Covariance
  • Detection
  • Engineering
  • Filters
  • Filtration
  • Linear Systems
  • Measurement
  • Mechanical Engineering
  • Observation
  • Observers
  • Probability
  • United States

Readers

  • Control Systems Engineering.
  • Inertial Navigation Systems.
  • Regression Analysis.