Adaptive Minimum Mean Square Error Forecast of Missile Trajectory Using Stochastic Difference Equation Models.

Abstract

Data projection (forecasting) methods are illustrated using missile data supplied by Quality Evaluation Division of White Sands Missile Range. The process of model building making iterative use of identification (using the autocorrelation function) fitting (maximum likelihood estimation) and diagnostic checking (analysis residuals) is illustrated in the building of an appropriate stochastic difference equation model. It is shown in detail how all the following may be calculated directly from the model: the projection (forecast) function, the memory function, the error of the projected value at any lead time; and the updating of the projection function.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA054540

Entities

People

  • George E. P. Box
  • Lars Pallesen

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Autocorrelation
  • Contracts
  • Data Science
  • Delphi Method
  • Difference Equations
  • Equations
  • Identification
  • Information Science
  • Lead Time
  • Mathematics
  • Maximum Likelihood Estimation
  • North Carolina
  • Probability
  • Residuals
  • Statistics
  • Trajectories
  • United States

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.