An Outline of the Transition Probability Function Approach to Stochastic Systems.

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).

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1982
Accession Number
ADA112325

Entities

People

  • James A. Reneke

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computational Science
  • Control Systems
  • Differential Equations
  • Engineering
  • Equations
  • Fokker Planck Equations
  • Kolmogorov Equations
  • Markov Processes
  • Nonlinear Dynamics
  • Nonlinear Systems
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Steady State
  • Stochastic Processes
  • Systems Science

Readers

  • Statistical inference.
  • Theoretical Analysis.