
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