Stochastic Modelling and Filtering: Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984: 91 - Brossura

Germani, Alfredo

Brossura

ISBN 10: 354017575X ISBN 13: 9783540175759

Casa editrice: Springer, 2013

Su questo libro

Contenuti

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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 354017575X
• ISBN 13: 9783540175759
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 228
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania