A Minimization Method for Engineering Estimation,
Abstract
This paper obtains a convergence-criterion for optimal estimation by constructing a mathematical theory of ordering, based upon topological and algebraic concepts. This theory provides the model for minimizing the variance of error associated with the estimators of a true state. Thus it is a supplement to the classical Kalman filtering approach. The theory is first described in mathematical terms, as an ordering structure consisting of these entities: a non-empty set of estimators, a binary relation of comparison between estimators, and a closed binary operation that composes the estimators in some prescribed fashion. A triple consisting of these entities of an ordering structure, if and only if the axioms of weak order, associativity, monotonocity, and Archimedean property are satisfied. A weak representation theorem is stated regarding the existence of an order-preserving real-valued function on the set of estimators.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1983
- Accession Number
- ADP002372
Entities
People
- Shilpa S. Dhar
Organizations
- Lockheed Martin Missiles and Space