Accession Number : ADA255034


Title :   Modeling and Estimation of Reciprocal Diffusion and Gauss-Markov Random Fields.


Descriptive Note : Final rept.


Corporate Author : CALIFORNIA UNIV DAVIS


Report Date : 05 AUG 1992


Pagination or Media Count : 4


Abstract : The basic goal of this research was to develop a theory of second order stochastic differential equations as a class of model for problems of filtering and estimation. This goal has been achieved for both continuous and discrete time linear-Gaussian reciprocal processes.


Descriptors :   *MATHEMATICAL MODELS, *DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES, ESTIMATES, GAUSSIAN NOISE, MARKOV PROCESSES, DIFFUSION.


Subject Categories : OPERATIONS RESEARCH
      NUMERICAL MATHEMATICS


Distribution Statement : APPROVED FOR PUBLIC RELEASE