Variable Metric Methods and Filtering Theory.

Abstract

In this paper we show that there is a close relationship between variable metric methods of function minimization and filtering of linear stochastic systems with disturbances which are emodelled as unknown but bounded functions. We develop new variable metric algorithms for function minimization. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1978
Accession Number
ADA055828

Entities

People

  • Pal Toldalagi
  • Sanjoy K. Mitter

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Science
  • Convergence
  • Convex Sets
  • Electrical Engineering
  • Engineering
  • Equations
  • Filtration
  • Linear Filtering
  • Massachusetts
  • Mathematics
  • Theorems

Readers

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