TOPICS IN ESTIMATION THEORY.

Abstract

Nonlinear systems with white input and measurement noise of arbitrary probability density functions are studied in this paper. The relation between trajectory and state variable filtering is examined, and recursive equations are developed for trajectory smoothing and prediction. It is shown how dynamic programming can be used to reduce computational difficulties in modal (i.e., Most likely) trajectory prediction. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1966
Accession Number
AD0807658

Entities

People

  • Brian Anderson

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Dynamic Programming
  • Equations
  • Filtration
  • Mathematics
  • Measurement
  • Nonlinear Systems
  • Probability
  • Probability Density Functions
  • Trajectories

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.