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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, 84) - Softcover
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This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.
"synopsis" may belong to another edition of this title.
- PublisherSpringer
- Publication date1973
- ISBN 10 354006303X
- ISBN 13 9783540063032
- BindingPaperback
- LanguageEnglish
- Number of pages260
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach. Lecture Notes in Economics and Mathematical Systems 84
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Stochastic differential systems; Teil: 1., Filtering and control : a function space approach. Lecture notes in economics and mathematical systems ; 84.
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Berlin, Heidelberg, New York : Springer, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Softcover-Großformat. Condition: Gut. IV, 252 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); leichte altersbedingte Anbräunung des Papiers; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 500. Seller Inventory # 1712874
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach Lecture Notes in Economics and Mathematical Systems 84
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Broschiert. Condition: Gut. 252 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 460. Seller Inventory # 1431023
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach. (= Lecture Notes in Economics and Mathematical Systems, Band 84).
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Springer Berlin Heidelberg, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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8° , Softcover/Paperback. 1.Auflage,. IV, 252 Seiten Einband etwas berieben, Bibl.Ex., sonst guter und sauberer Zustand 9783540063032 Sprache: Englisch Gewicht in Gramm: 530. Seller Inventory # 134218
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, Band 84)
Published by
Springer Berlin Heidelberg, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems).
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Berlin, Heidelberg: Springer-Verlag, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, 84)
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Stochastic Differential Systems I
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Springer Berlin Heidelberg Apr 1973, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced. 264 pp. Englisch. Seller Inventory # 9783540063032
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, 84)
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Stochastic Differential Systems I : Filtering and Control A Function Space Approach
Published by
Springer Berlin Heidelberg, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
New
Taschenbuch
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced. Seller Inventory # 9783540063032
Quantity: 1 available