Nonlinear Filtering And Stochastic Control
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Nonlinear Filtering And Stochastic Control
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Author : Centro internazionale matematico estivo
language : en
Publisher: Springer
Release Date : 1982
Nonlinear Filtering And Stochastic Control written by Centro internazionale matematico estivo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Mathematics categories.
Fundamentals Of Stochastic Filtering
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Author : Alan Bain
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-08
Fundamentals Of Stochastic Filtering written by Alan Bain and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-08 with Mathematics categories.
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.
Nonlinear Filtering And Stochastic Control
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Author : Centro Internazionale Matematico Estivo Congresses
language : en
Publisher:
Release Date : 1982
Nonlinear Filtering And Stochastic Control written by Centro Internazionale Matematico Estivo Congresses and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.
Lectures On Stochastic Control And Nonlinear Filtering
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Author : M. H. A. Davis
language : en
Publisher: Springer
Release Date : 1984
Lectures On Stochastic Control And Nonlinear Filtering written by M. H. A. Davis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Mathematics categories.
Nonlinear Filtering And Stochastic Control
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Author : S. K. Mitter
language : en
Publisher:
Release Date : 2014-09-01
Nonlinear Filtering And Stochastic Control written by S. K. Mitter and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Stochastic Evolution Systems
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Author : B.L. Rozovskii
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Evolution Systems written by B.L. Rozovskii and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.
Stochastic Processes And Filtering Theory
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Author : Andrew H. Jazwinski
language : en
Publisher: Courier Corporation
Release Date : 2013-04-15
Stochastic Processes And Filtering Theory written by Andrew H. Jazwinski and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-15 with Science categories.
This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.
Stochastic Control Of Partially Observable Systems
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Author : Alain Bensoussan
language : en
Publisher: Cambridge University Press
Release Date : 1992-08-13
Stochastic Control Of Partially Observable Systems written by Alain Bensoussan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-08-13 with Mathematics categories.
The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.
Linear And Nonlinear Filtering For Scientists And Engineers
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Author : Nasir Uddin Ahmed
language : en
Publisher: World Scientific
Release Date : 1999-01-22
Linear And Nonlinear Filtering For Scientists And Engineers written by Nasir Uddin Ahmed and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-22 with Mathematics categories.
The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
Bayesian Filtering And Smoothing
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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2013-09-05
Bayesian Filtering And Smoothing written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-05 with Computers categories.
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.