Some aerospace applications of estimation theory

In this report, the application of estimation theory to three problems from aerospace research is described. The applications considered deal with spacecraft attitude estimation, software reliability modelling and estimation, and with a satellite-based navigation algorithm. Maximum likelihood estimation is used in the software reliability case...

On martingales and recursive optimal state estimation

This report constitutes the deposit of a study of literature on martingales and estimation theory. Some experimental work concerning the efficiency of an estimation algorithm based on martingales is also described. The investigation has been guided by the intent to investigate martingales in relation to the Kalman and Kalman-Bucy filters and to...