Estimation for Rotational Processes with One Degree of Freedom

Abstract

A class of bilinear estimation problems involving single-degree-of- freedom rotation is formulated and resolved. Both continuous and discrete time estimation problems are considered. Error criteria, probability distributions, and optimal estimates on the circle are studies. An effective synthesis procedure for continuous time estimation is provided, and a generalization to estimation on arbitrary abelian Lie groups is included. An intrinsic difference between the discrete and continuous problems is discussed, and the complexity of the equations in the discrete time case is analyzed in this setting. Applications of these results to a number of practical problems including FM demodulation and frequency stability are examined.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1972
Accession Number
AD0746501

Entities

People

  • Alan S. Willsky
  • James Ting-ho Lo

Organizations

  • Harvard University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computational Science
  • Demodulation
  • Differential Equations
  • Equations
  • Estimators
  • Fourier Series
  • Frequency
  • Lie Groups
  • Mathematical Filters
  • Mathematical Models
  • Military Research
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Random Variables
  • Stochastic Processes
  • Two Dimensional

Readers

  • Linear Algebra
  • Radio communications and signal processing.
  • Regression Analysis.