Markovian approach to random fields nonlinear detection and estimation problems

Applications of the Markovian approach to random fields nonlinear estimation and detection problems are described. The problem of radiowave phase estimation in presence of Gaussian noise is considered. It includes non-stationary estimation, stationary filtering and smoothing of phase fluctuations caused in particular by the wave distortions in turbulent medium. Some general relations between optimal detection and estimation problems for random fields observed in Gaussian noise background are obtained.