Stochastic Modelling and Filtering: Proceedings of the IFIP-W.G. 7/1 Working Conference, Rome, Italy, December 10-14, 1984 (Lecture Notes in Control and Information Sciences)

Germani, Alfredo

ISBN 10: 354017575X / ISBN 13: 9783540175759

Editore: Springer, 1987

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228 pages. 9.60x6.60x0.52 inches. In Stock.

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Dati bibliografici

• Titolo: Stochastic Modelling and Filtering: Proceedings of the IFIP-W.G. 7/1 Working Conference, Rome, Italy, December 10-14, 1984 (Lecture Notes in Control and Information Sciences)
• Editore: Springer
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 354017575X
• ISBN 13: 9783540175759
• Rilegatura: Paperback
• Condizione: Brand New
• Peso: 0,4 chilogrammi

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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.