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Stochastic Differential Systems I: Filtering and Control A Function Space Approach: 84 (Lecture Notes in Economics and Mathematical Systems) - 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.
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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.
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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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Zustand: Fine. First edition, first printing, 264 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1305308
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Stochastic differential systems; Teil: 1., Filtering and control : a function space approach. Lecture notes in economics and mathematical systems ; 84.
Verlag:
Berlin, Heidelberg, New York : Springer, 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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Broschiert. Zustand: 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. Bestandsnummer des Verkäufers 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).
Verlag:
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. Bestandsnummer des Verkäufers 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)
Verlag:
Springer Berlin Heidelberg, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
Gebraucht
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Broschiert. Zustand: Gut. 264 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 469. Bestandsnummer des Verkäufers 402440
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems).
Verlag:
Berlin, Heidelberg: Springer-Verlag, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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kartoniert. Zustand: Gut. Lecture Notes in Economics and Mathematical Systems, Band 84. Zust: Gutes Exemplar. Mit Widmung auf dem Frontcover. IV, 252 Seiten, Englisch 486g. Bestandsnummer des Verkäufers 493790
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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 (Paperback)
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Paperback. Zustand: new. Paperback. 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. presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. 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. We introduce the linear Stochastic integrals right away. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 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
Verlag:
Springer, Springer Berlin Heidelberg Apr 1973, 1973
ISBN 10: 354006303X
ISBN 13: 9783540063032
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Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
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Taschenbuch. Zustand: 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. Bestandsnummer des Verkäufers 9783540063032
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