Accession Number : ADA331079

Title :   Research on the Estimation of Locally Stationary and Related Processes

Descriptive Note : Interim rept. 1 Sep 96-31 Aug 97

Corporate Author : STANFORD UNIV CA DEPT OF MATHEMATICS

Personal Author(s) : Papanicolaou, George

PDF Url : ADA331079

Report Date : 18 SEP 1997

Pagination or Media Count : 5

Abstract : The main objective of our research is the modeling, analysis, simulation and estimation of locally stationary signals, time series, data, images, etc. We have made an important advance in the statistical analysis of aerothermal data. We have shown that they fit very well into models of locally power law processes and we have estimated effectively and accurately the structure of the power and the log intercept. Our results are different from those previous analyses had produced and could have quite significant impact in our understanding of laser beam propagation in the atmosphere. The analytical and statistical methods that we use are of general interest and can be used in many other situations where local power law processes arise.

Descriptors :   *STATISTICAL PROCESSES, *APPLIED MATHEMATICS, MATHEMATICAL MODELS, TIME SERIES ANALYSIS, LASER BEAMS, AEROTHERMODYNAMICS.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE