Accession Number:

ADA255034

Title:

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

Descriptive Note:

Final rept.

Corporate Author:

CALIFORNIA UNIV DAVIS

Personal Author(s):

Report Date:

1992-08-05

Pagination or Media Count:

4.0

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.

Subject Categories:

  • Operations Research
  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE