On optimal and suboptimal linear smoothing

Orthogonality principle and covariance equations for optimal and suboptimal linear smoothin

Application of statistical smoothing techniques to inertial navigation

Statistical smoothing techniques for inertial navigation system of ship

Field Theories on Null Manifolds

We argue that generic field theories defined on null manifolds should have an emergent BMS or conformal Carrollian structure. We then focus on a simple interacting conformal Carrollian theory, viz. Carrollian scalar electrodynamics. We look at weak (on-shell) and strong invariance (off-shell) of its equations of motion under conformal Carrollian symmetries. Helmholtz conditions are necessary and sufficient conditions for a set of equations to arise from a Lagrangian. We investigate whether the equations of motion of Carrollian scalar electrodynamics satisfy these conditions. Then we proposed an action for the electric sector of the theory. This action is the first example for an interacting conformal Carrollian Field Theory. The proposed action respects the finite and infinite conformal Carrollian symmetries in d = 4. We calculate conserved charges corresponding to these finite and infinite symmetries and then rewrite the conserved charges in terms of the canonical variables. We finally compute the Poisson brackets for these charges and confirm that infinite Carrollian conformal algebra is satisfied at the level of charges

Smoothing for time-varying systems using measurements containing colored noise

Optimal smoother derived for linear time-varying systems using measurements containing colored noise by means of calculus of variation

Wheat forecast economics effect study

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function

A study of the application of singular perturbation theory

A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions