Linear and Nonlinear Filtering and Related Inverse Scattering Problems.

Abstract

This report discusses progress made on linear and non-linear filtering theory during the grant period. The two aspects of research included: Stochastic Control Interpretation of Non-linear filtering and its implication on approximate non-linear filtering, especially a rigorous analysis of the Extended kalman filter; and Scattering and Inverse Scattering Interpretation of Linear Estimation and development of new algorithms for linear estimation.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1983
Accession Number
ADA135175

Entities

People

  • B. Levy
  • Sanjoy K. Mitter

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Air Force
  • Differential Equations
  • Equations
  • Filters
  • Filtration
  • Information Science
  • Information Theory
  • Inverse Scattering
  • Kalman Filters
  • Mathematical Filters
  • Partial Differential Equations
  • Quantum Mechanics
  • Scattering
  • Scientific Research
  • Signal Processing
  • Stochastic Control
  • Stochastic Processes

Fields of Study

  • Engineering

Readers

  • Acoustical Oceanography.
  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.