Accession Number : ADA019278

Title :   Estimation of Continuously Observed Stochastic Processes.

Descriptive Note : Final rept. 1 Jun 72-31 Dec 74,

Corporate Author : NEW YORK UNIV N Y DIV OF APPLIED SCIENCE

Personal Author(s) : Yagoda,Irwin

Report Date : OCT 1975

Pagination or Media Count : 14

Abstract : Concise theory and practical methods for solving generalized statistical inference problems do not now exist. As a result many of the systems operating in an underwater environment or in jamming or countermeasures environment have not been thoroughly investigated. Analytical difficulties involved in describing non-linear processing and complicated frequency modulation methods are formidable and retarded progress. The approach taken in this study is based on two methods of characterizing stochastic processes which yield tractable results in a number of practical problems. (Author)

Descriptors :   *Stochastic processes, Integral transforms, Covariance, Differential equations, Errors, Transformations(Mathematics)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE