Accession Number : ADA112325

Title :   An Outline of the Transition Probability Function Approach to Stochastic Systems.

Descriptive Note : Technical memo.,

Corporate Author : NAVAL COASTAL SYSTEMS CENTER PANAMA CITY FL

Personal Author(s) : Reneke,James A

PDF Url : ADA112325

Report Date : Feb 1982

Pagination or Media Count : 36

Abstract : Problems of estimation, control, and qualitative analysis for noisy engineering systems can be approached either from the sample path or the transition probability function perspective. The second approach is outlined in this report in a series of examples with enough theory to make the material self contained. Special attention is given the relationship between engineering models and Kolmogorov's partial differential equations (Author).

Descriptors :   *Probability, *Stochastic processes, Markov processes, Control systems, Control test vehicles, Partial differential equations, Noise, Estimates, Equations, Qualitative analysis, Transitions

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE