THE 'MOVING WINDOW' APPROACH TO THE PROBLEMS OF ESTIMATION AND IDENTIFICATION,

Abstract

A recursive computational solution is derived for the 'moving window' approach to the problems of estimation and identification. The 'moving window' technique is one which bases its estimates on the most recent finite set of past measurements. As a new measurement is taken in, the oldest measurement of the set is dropped. The practical applications, stochastic interpretations, and computational problems of this technique are also discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1967
Accession Number
AD0827771

Entities

People

  • R. C. K. Lee

Organizations

  • The Aerospace Corporation

Tags

DTIC Thesaurus Topics

  • Measurement

Readers

  • Calculus or Mathematical Analysis
  • Computer Vision.
  • Economics