Stochastic Modelling and Filtering

Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984

228 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Optimization of drugs' action.- Nonlinear stochastic evolution equations in Hilbert spaces.- Equivalence and reversibility of point processes.- Galerkin approximation for optimal linear filtering of infinite dimensional linear systems.- On conditionally linear filtering, control, and coding.- Martingale problems for controlled processes.- Estimation of immune response model parameters based on maximum likelihood method.- Approximate impulse control of partially observed systems.- The averaging principle for a class of stochastic algorithms in adaptive filtering.- Asymptotic study of estimation problems with small observation noise.- Filtering on manifolds.- Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint.- On the innovations problem for a finite additive white noise approach to nonlinear filtering.- Classification of discretization schemes of diffusions according to an ergodic criterium.

• Reihe: Lecture Notes in Control and Information Sciences
• Themen: Mathematik und Naturwissenschaften Mathematik Optimierung
• ISBN: 9783540175759
• Sprache: Englisch
• Erscheinungsdatum: 31.03.1987
• Größe: 244 x 170 mm
• Verlag: Springer
• Herausgegeben von: Alfredo Germani