Stochastic Differential Systems Filtering (34 results)
Language: English
Published by Berlin, Heidelberg, New York : Springer, 1973
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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 entsp…rechend gut. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 500.
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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 ordentli…ch und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 460.
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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.
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kartoniert kartoniert. Condition: Gut. IV, 252 Seiten, Lecture Notes in Economics and Mathematical Systems, Band 84. Zust: Gutes Exemplar. Mit Widmung auf dem Frontcover. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit a…usgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 486 Softcover reprint of the original 1st ed. 1973.
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Broschiert Broschiert. Condition: Sehr gut. IX, 363 Seiten, Lecture Notes in Control and Information Sciences, Band 25. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer l…iegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 586.
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325 pages Ex-Library book in good condition. 9783540151760 Sprache: Englisch Gewicht in Gramm: 581.
Language: English
Published by Springer-Verlag. Berlin., 1973
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Condition: Gut. IV; 252 S. Pages permanent minimal bronzy. With printed formulas. Pages above a bit shop-soiled. On the title page with a small pencil notice. Adapted from the Preface: This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department), presenting a Functional Analysis appr…oach 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. Englisch 1. Stock 99|9663CB Sprache: Englisch Gewicht in Gramm: 444 25 x 17,5 cm. Printed original board. Cover and back cover a bit shop-soiled. Also with light use traces.Front cover minimal bent.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branch…ing processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditionalstatistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps.
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Taschenbuch. Condition: Neu. Stochastic Differential Systems I | Filtering and Control A Function Space Approach | A. V. Balakrishnan | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | vi | Englisch | Springer | EAN 9783540063032 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 691…21 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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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 vie…w 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.
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