Accession Number : ADA255034

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

Descriptive Note : Final rept.

Corporate Author : CALIFORNIA UNIV DAVIS

Report Date : 05 AUG 1992

Pagination or Media Count : 4

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.

Descriptors :   *MATHEMATICAL MODELS, *DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES, ESTIMATES, GAUSSIAN NOISE, MARKOV PROCESSES, DIFFUSION.

Subject Categories : Operations Research
      Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE