Invariant Imbedding and Nonlinear Filtering Theory

Richard Ernest Bellman, H. H. Natsuyama, Robert E. Kalaba, R. Sridhar

ResearchPublished 1964

The Memorandum supposes a system undergoing a process which can be described by the differential equation dx/dt = g (x, t). On the time interval (O, T) the function x is observed, in a noisy manner, and this experimental function is denoted by the symbol y. Many problems of orbit determination and adaptive control are of this type. The study suggests a solution, in both the scalar and vector cases, which makes use of certain ideas from the theory of invariant imbedding. Some numerical examples are also provided.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1964
  • Print Format: Paperback
  • Paperback Pages: 19
  • Paperback Price: $20.00
  • Document Number: RM-4374-PR

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RAND Style Manual
Bellman, Richard Ernest, H. H. Natsuyama, Robert E. Kalaba, and R. Sridhar, Invariant Imbedding and Nonlinear Filtering Theory, RAND Corporation, RM-4374-PR, 1964. As of October 11, 2024: https://www.rand.org/pubs/research_memoranda/RM4374.html
Chicago Manual of Style
Bellman, Richard Ernest, H. H. Natsuyama, Robert E. Kalaba, and R. Sridhar, Invariant Imbedding and Nonlinear Filtering Theory. Santa Monica, CA: RAND Corporation, 1964. https://www.rand.org/pubs/research_memoranda/RM4374.html. Also available in print form.
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