Extensions of Kalman recursive estimation theory to retrospective updating and interpolation with applications to instrument calibration

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The problem of estimation of a physical quantity from a set of measurements is considered. We extend Kalman recursive estimation procedure in two ways. First, we explore how to use the latest observation to retrospectively update estimates of past system states. Second, we show how to apply the retrospective update idea to get interpolation estimates between the epochs of observations. We also show application of these ideas for instrument calibration in nuclear accountability systems.

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Pages: 41

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Glassey, C.R. & Choy, Y.C. September 1, 1977.

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Description

The problem of estimation of a physical quantity from a set of measurements is considered. We extend Kalman recursive estimation procedure in two ways. First, we explore how to use the latest observation to retrospectively update estimates of past system states. Second, we show how to apply the retrospective update idea to get interpolation estimates between the epochs of observations. We also show application of these ideas for instrument calibration in nuclear accountability systems.

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Pages: 41

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Dep. NTIS, PC A03/MF A01.

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  • Report No.: UCRL-13733-5
  • Report No.: ORC-77-25
  • Grant Number: W-7405-ENG-48
  • DOI: 10.2172/5267708 | External Link
  • Office of Scientific & Technical Information Report Number: 5267708
  • Archival Resource Key: ark:/67531/metadc1070910

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Office of Scientific & Technical Information Technical Reports

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  • September 1, 1977

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  • Feb. 4, 2018, 10:51 a.m.

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  • March 23, 2018, 2:49 p.m.

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Glassey, C.R. & Choy, Y.C. Extensions of Kalman recursive estimation theory to retrospective updating and interpolation with applications to instrument calibration, report, September 1, 1977; United States. (digital.library.unt.edu/ark:/67531/metadc1070910/: accessed February 21, 2019), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.