Accession Number : ADA136571

Title :   Estimation and Reconstruction for Stochastic Processes and Deterministic Functions.

Descriptive Note : Interim rept. 1 Jan-31 Dec 82,

Corporate Author : JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF MATHEMATICAL SCIENCES

Personal Author(s) : Karr,A F

PDF Url : ADA136571

Report Date : 14 Feb 1983

Pagination or Media Count : 14

Abstract : Method for statistical estimation of parameters of partially observed stochastic processes and for minimum mean squared error reconstruction of unobserved portions of sample paths (state estimation) were developed. Some of these methods apply to models of random distributions of particles in space or events in time; others apply to Markov processes. Statistical estimators are asymptotically exact even though certain of the unknown parameters are infinite-dimensional. For several classes of processes the problem of simultaneously performing parameter estimation and state estimation was solved. Refined techniques for reconstructing a deterministic signal from hard-limited data were devised. (Author)

Descriptors :   *Stochastic processes, *Determinants(Mathematics), Statistical inference, Estimates, Statistical samples, Paths, Points(Mathematics), Nonparametric statistics

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE