AN INTRODUCTION TO ESTIMATION THEORY FOR DYNAMICAL SYSTEMS
- 28 August 1963
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
Estimation (filtering) theory for dynamical sys tems is reviewed. Emphasis is on time varying systems and nonstationary stochastic processes. The basic ideas for linear systems are presented in an intuitive manner using time domain tech niques and the state variable concept. Both continuous and discrete time systems are dis cussed. A control problem and the principle of least squares curve fitting are related to the basic estimation problem. In addition to the presentation of fundamental principles for linear systems, brief discussions on a wide variety of related subjects are included in an appendix.Keywords
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