Cart (Loading....) | Create Account
Close category search window
 

A dynamic programming approach to trajectory estimation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Larson, R.E. ; Stanford Research Intstitute, Menlo Park, CA, USA ; Peschon, J.

An iterative equation based on dynamic programming for finding the most likely trajectory of a dynamic system observed through a noisy measurement system is presented; the procedure can be applied to nonlinear systems with non-Gaussian noise. It differs from the recently developed Bayesian estimation procedure in that the most likely estimate of the entire trajectory up to the present time, rather than of the present state only, is generated. It is shown that the two procedures in general yield different estimates of the present state; however, in the case of linear systems with Gaussian noise, both procedures reduce to the Kalman-Bucy filter. Illustrative examples are presented, and the present procedure is compared with the Bayesian procedure and with other estimation techniques in terms of computational requirements and applicability.

Published in:

Automatic Control, IEEE Transactions on  (Volume:11 ,  Issue: 3 )

Date of Publication:

Jul 1966

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.