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

Alfredo Germani

ISBN 10: 354017575X / ISBN 13: 9783540175759

Editore: Springer Berlin Heidelberg, 1987

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Codice articolo 9783540175759

Dati bibliografici

• Titolo: Stochastic Modelling and Filtering : Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10¿14, 1984
• Editore: Springer Berlin Heidelberg
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 354017575X
• ISBN 13: 9783540175759
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 244 L x 170 A x 13 P (millimetri) 244 millimetri di larghezza per 170 millimetri di altezza per 13 millimetri di profondità
• Peso: 402 grammi

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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.