The Use of Harmonic Analysis in Suboptimal Estimator Design.

Abstract

The state estimation problem for bilinear stochastic systems evolving on compact Lie groups and homogeneous spaces is considered. The problem is motivated by some applications involving rotational processes in three dimensions. The theory of harmonic analysis on compact Lie groups is used to define assumed density approximations which result in implementable suboptimal estimators for the state of the bilinear system. The results of Monte Carlo simulations are reported; these indicate that simple filters designed by these techniques perform well as compared to other filters. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA045842

Entities

People

  • Alan S. Willsky
  • Kai Hsu
  • Steven I Marcus

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Computations
  • Differential Equations
  • Electrical Engineering
  • Equations
  • Estimators
  • Functional Analysis
  • Harmonic Analysis
  • Kalman Filters
  • Lie Groups
  • Linear Differential Equations
  • Mathematical Analysis
  • Mathematical Filters
  • Monte Carlo Method
  • New York
  • Optimal Estimators
  • Partial Differential Equations
  • Statistical Analysis

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.

Technology Areas

  • Space