Extensions of Kalman recursive estimation theory to retrospective updating and interpolation with applications to instrument calibration
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.
- Research Organization:
- California Univ., Berkeley (USA). Operations Research Center
- DOE Contract Number:
- W-7405-ENG-48
- OSTI ID:
- 5267708
- Report Number(s):
- UCRL-13733-5; ORC-77-25; TRN: 78-005173
- Country of Publication:
- United States
- Language:
- English
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