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SYSTEM IDENTIFICATION AND FILTERING OF NONLINEAR CONTROLLED MARKOV PROCESSES BY…

Award Information

Agency:
Department of Defense
Branch:
Air Force
Award ID:
8389
Program Year/Program:
1988 / SBIR
Agency Tracking Number:
8389
Solicitation Year:
N/A
Solicitation Topic Code:
N/A
Solicitation Number:
N/A
Small Business Information
Business & Technological Syste
14504 Greenview Dr - Ste 500 Laurel, MD 20708
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Woman-Owned: No
Minority-Owned: No
HUBZone-Owned: No
 
Phase 1
Fiscal Year: 1988
Title: SYSTEM IDENTIFICATION AND FILTERING OF NONLINEAR CONTROLLED MARKOV PROCESSES BY CANONICAL VARIATE ANALYSIS
Agency / Branch: DOD / USAF
Contract: N/A
Award Amount: $50,720.00
 

Abstract:

CURRENT METHODS FOR SYSTEM IDENTIFICATION FOR NONLINEAR MARKOV PROCESSES ARE RESTRICTED TO VERY SPECIAL FORMS OR PROVIDE POOR APPROXIMATIONS TO OPTIMAL PROCEDURES. THE OBJECTIVE OF THE PHASE I RESEARCH IS TO DEMONSTRATE THE TECHNICAL FEASIBILITY OF USING STATE AFFINE MARKOV PROCESSES AND CANONICAL VARIATE ANALYSIS (CVA) FOR OBTAINING APPROXIMATIONS TO OPTIMAL NONLINEAR PROCEDURES FOR SYSTEM IDENTIFICATION AND STOCHASTIC FILTERING. A RIGOROUS DEVELOPMENT OF THE HILBERT SPACE THEORY FOR APPROXIMATION OF NONLINEAR CONTROLLED MARKOV PROCESSES BY STATE SPACE AFFINE MODELS AND BY CANNONICAL VARIATE ANALYSIS IS PROPOSED. FINITE DIMENSIONAL STATE AFFINE MODELS OBTAINED BY TRUNCATION OF THE INFINITE DIMENSIONAL CVA WILL BE USED TO DERIVE PRACTICAL COMPUTATIONAL ALGORITHMS FOR APPROXIMATION OF OPTIMAL SYSTEM IDENTIFICATION AND STOCHASTIC FILTERS FOR NONLINEAR SYSTEMS. THE PERFORMANCE OF THESE COMPUTATIONAL ALGORITHMS WILL BE DEMONSTRATED USING A COMPUTER SIMULATION OF A NONLINEAR AEROSPACE SYSTEM. IN PHASE II, THE FULL MATHEMATICAL THEORY WILL BE ELABORATED, DETAILED COMPUTATIONAL AND NUMERICAL ALGORITHMS WILL BE DERIVED, AND COMMERCIAL GRADE SOFTWARE WILL BE DEVELOPED AND DEMONSTRATED ON A FULL SCALE AEROSPACE PROBLEM.

Principal Investigator:

Wallace e larimore
6179328582

Business Contact:

Small Business Information at Submission:

Business & Technological Syste
14504 Greenview Dr - Ste 500 Laurel, MD 20708

EIN/Tax ID:
DUNS: N/A
Number of Employees:
Woman-Owned: No
Minority-Owned: No
HUBZone-Owned: No