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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.

This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

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