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

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.

Document Details

Document Type
Technical Report
Publication Date
Aug 05, 1992
Accession Number
ADA255034

Entities

Organizations

  • University of California

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Diffusion
  • Equations
  • Filtration

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Microwave Engineering.