BACK TO INDEX BACK TO OTHMAR FREY'S HOMEPAGE Publications of year 1965 Articles in journal or book chapters
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Abstract: | This paper considers the problem of estimating the states of linear dynamic systems in the presence of additive Gaussian noise. Difference equations relating the estimates for the problems of filtering and smoothing are derived as well as a similar set of equations relating the covariance of the errors. The derivation is based on the method of maximum likelihood and depends primarily on the simple manipulation of the probability density functions. The solutions are in a form easily mechanized on a digital computer. A numerical example is included to show the advantage of smoothing in reducing the errors in estimation. In the Appendix the results for discrete systems are formally extended to continuous systems. |
@Article{rauchTungStriebelAIAA1965MLEstimatesOfLinearDynamicSystems, author = {Rauch, H. E. and Tung, F. and Striebel, T.C.}, journal = {AIAA JOURNAL}, title = {Maximum Likelihood Estimates of Linear Dynamic Systems}, year = {1965}, month = aug, number = {8}, pages = {1445-1450}, volume = {3}, abstract = {This paper considers the problem of estimating the states of linear dynamic systems in the presence of additive Gaussian noise. Difference equations relating the estimates for the problems of filtering and smoothing are derived as well as a similar set of equations relating the covariance of the errors. The derivation is based on the method of maximum likelihood and depends primarily on the simple manipulation of the probability density functions. The solutions are in a form easily mechanized on a digital computer. A numerical example is included to show the advantage of smoothing in reducing the errors in estimation. In the Appendix the results for discrete systems are formally extended to continuous systems.}, doi = {10.2514/3.3166}, keywords = {INS/GNSS, INS/GNSS integration, Rauch-Tung-Striebel Smoothing, RTS, Kalman Filter}, owner = {ofrey}, }
@Misc{wiley1965PatentUS3196436_SAR, author = {Wiley, Carl A.}, title = {Pulsed doppler radar methods and apparatus}, month = jul, year = {1965}, note = {US Patent: US3196436 A. Filing date: Aug 13, 1954. Publication date: Jul 20, 1965}, date = {1965}, file = {:wiley1965PatentUS3196436_SAR.pdf:PDF}, organization = {Goodyear Aerospace Corp.}, pdf = {../../../docs/wiley1965PatentUS3196436_SAR.pdf}, url = {http://www.google.com/patents/US3196436}, }
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