In this paper an investigation is made of the problem of estimating andpredicting the states of a linear, discrete, time-invariant, dynamic processwhich is excited by Gaussian noise and where the observable statesare disturbed by Gaussian measurement noise. The concepts of optimumfilter design, originally developed by R. E. Kalman, are utilized. Alsowe have closed the loop on two illustrative examples by determining theoptimal control for the plant as a function of the plant's state variables.Here the concepts of a cost performance index and dynamic programming(the latter originally developed by R. Bellman) are employed. The CDC 1604 digital computer, using Fortran 60 programming is utilizedin the solution of the optimum filter-controller design.
展开▼
机译：本文对高斯噪声激发的线性，离散，时不变，动态过程的状态进行估计和预测的问题进行了研究，其中可观测状态受到高斯测量噪声的干扰。利用了最初由R. E. Kalman开发的最优过滤器设计概念。此外，我们通过确定作为工厂状态变量的函数的工厂最佳控制，结束了两个说明性示例的循环。这里采用了成本绩效指数和动态规划（后者最初由R. Bellman开发）的概念。最佳滤波器控制器设计的解决方案中使用了采用Fortran 60编程的CDC 1604数字计算机。
展开▼
