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
Distribution Statement : APPROVED FOR PUBLIC RELEASE