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...