Stepwise and Sequential Collocation,
Abstract
In stepwise collocation, the estimation procedure is split up into two steps, corresponding to a partitioning of the covariance matrix to be inverted. Formulas for signal and parameter estimates and for their error covariances are derived and interpreted statistically. Stepwise adjustment by parameters and by conditions is exhibited as special cases of stepwise collocation. Sequential collocation is an extension of the procedure so as to comprise several steps. Finally, the relation between sequential collocation and Kalman filtering is considered in some detail. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1973
- Accession Number
- AD0767314
Entities
People
- Helmut Moritz
Organizations
- Ohio State University