CANONICAL REPRESENTATIONS OF SECOND ORDER PROCESSES WITH APPLICATIONS.

Abstract

Contents: Canonical representations of stochastic processes--an introduction; Canonical representations for finite dimensional Markov processes; A general theory for the canonical representation of differentiable processes; Application of the canonical representation to problems in estimation.

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1969
Accession Number
AD0707349

Entities

People

  • Roger Geesey

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Markov Processes
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.