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...

Bayesian estimation for decision-directed stochastic control

Stochastic processes with a decision-directed control are considered as controlled Markov processes, the state space of which is hybrid; i.e. a product of a discrete set and a Euclidean space. This approach yields a mathematical model for many problems of decision-directed stochastic control. In general, the observations made from the "past" and...

Digital filtering methods, with applications to satellite attitude determination in the presence of modelling errors. Part I: theory

The report reviews a number of digital filtering methods and gives examples of their application. The methods include batch processing methods and rec\irsive methods, not only in the classical formulations but also in square-root formulations. The latter formulations have the purpose to prevent certain numerical inconveniences. Much attention is...