The Stochastic Analysis of Dynamic Systems Moving through Random Fields.

Abstract

This paper considers dynamic systems that move along specified trajectories across random fields, where the field acts as a driving force to the dynamic system. For a specific class of random fields equations were developed for the evolution of the covariance of the state of the dynamic system, and in the special case in which the trajectory is a straight line path followed by a 180 1/4 turn (i.e. an 'over and Back' trajectory) a Markovian model that involves a change in the dimension of the state after the turn were developed. For this case this report also discusses the estimation problem using recently developed results on 'real-time smoothing'.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1979
Accession Number
ADA080204

Entities

People

  • A. S. Willsky
  • N. R. Sandell

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accelerometers
  • Air Force
  • Computer Science
  • Covariance
  • Dead Reckoning
  • Differential Equations
  • Engineering
  • Equations
  • Inertial Navigation
  • Inertial Navigation Systems
  • Navigation
  • Quadrants
  • Scientific Research
  • Time Intervals
  • Two Dimensional
  • White Noise

Readers

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