16.322 Stochastic Estimation and Control, Fall 2004 Prof. VanderⅤelde Example: Measuring the position of a spacecraft far away Measurement: y=x+n, where n is noise. E implies y lies in a quantized interval. It is simple to use this interval to estimate y, but not correct y1<y≤y2 y<x+n≤y2 nsa Area=P(E y1 y2x We update the unconditional distribution for x to the conditional distribution for x. This is the right way16.322 Stochastic Estimation and Control, Fall 2004 Prof. Vander Velde Example: Measuring the position of a spacecraft far away Measurement: y xn = + , where n is noise. E implies y lies in a quantized interval. It is simple to use this interval to estimate y, but not correct. E ⇒ y y y 1 < ≤ 2 y x n y 1 <+≤ 2 y x n y x 1 −<≤ 2 − We update the unconditional distribution for x to the conditional distribution for x. This is the right way. Page 7 of 9