Stochastic Modelling and Filtering: Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10–14, 1984 (Lecture Notes in Control and Information Sciences, 91, Band 91) - Softcover

Germani, Alfredo

Softcover

ISBN 10: 354017575X ISBN 13: 9783540175759

Verlag: Springer, 2013

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 354017575X
• ISBN 13: 9783540175759
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 228
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland