Smoothing for Multipoint Boundary Value Models

Abstract

We show how to solve the linear least-squares smoothing problem for multipoint boundary value models. The complementary model is derived and is used to determine the Hamiltonian equations for the smoothed state estimate and its error covariance. Stable algorithms are obtained using an invariant imbedding/ multiple shooting procedure. Keywords: Boundary value models, A causal models, Smoothing.

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Document Details

Document Type
Technical Report
Publication Date
Jul 25, 1990
Accession Number
ADA224917

Entities

People

  • Howard L. Weinert

Organizations

  • Johns Hopkins University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Boundaries
  • Boundary Value Problems
  • Classification
  • Computers
  • Covariance
  • Differential Equations
  • Equations
  • Flexible Structures
  • Military Research
  • Partial Differential Equations
  • Riccati Equation
  • Security
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra