Imagen de portada para Stochastic Modelling and Filtering Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984
Stochastic Modelling and Filtering Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984
Título:
Stochastic Modelling and Filtering Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984
ISBN:
9783540474616
Edición:
1st ed. 1987.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1987.
Descripción física:
IV, 221 p. 1 illus. in color. online resource.
Serie:
Lecture Notes in Control and Information Sciences, 91
Contenido:
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.
Autor añadido:
Autor corporativo añadido:
Idioma:
Inglés