Stochastic Systems The Mathematics Of Filtering And Identification And Applications
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Stochastic Systems
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Author :
language : en
Publisher:
Release Date : 19??
Stochastic Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 19?? with Filters (Mathematics) categories.
Geometry Symposium Utrecht 1980
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Author : E. Looijenga
language : en
Publisher: Springer
Release Date : 2006-11-14
Geometry Symposium Utrecht 1980 written by E. Looijenga and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Stochastic Systems
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Author : P. R. Kumar
language : en
Publisher: SIAM
Release Date : 2015-12-15
Stochastic Systems written by P. R. Kumar and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-15 with Mathematics categories.
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?
Stochastic Systems The Mathematics Of Filtering And Identification And Applications
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Author : Michiel Hazewinkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Systems The Mathematics Of Filtering And Identification And Applications written by Michiel Hazewinkel 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.
In the last five years or so there has been an important renaissance in the area of (mathematical) modeling, identification and (stochastic) control. It was the purpose of the Advanced Study Institute of which the present volume constitutes the proceedings to review recent developments in this area with par ticular emphasis on identification and filtering and to do so in such a manner that the material is accessible to a wide variety of both embryo scientists and the various breeds of established researchers to whom identification, filtering, etc. are important (such as control engineers, time series analysts, econometricians, probabilists, mathematical geologists, and various kinds of pure and applied mathematicians; all of these were represented at the ASI). For these proceedings we have taken particular care to see to it that the material presented will be understandable for a quite diverse audience. To that end we have added a fifth tutorial section (besides the four presented at the meeting) and have also included an extensive introduction which explains in detail the main problem areas and themes of these proceedings and which outlines how the various contributions fit together to form a coherent, integrated whole. The prerequisites needed to understand the material in this volume are modest and most graduate students in e. g. mathematical systems theory, applied mathematics, econo metrics or control engineering will qualify.
Linear Stochastic Systems
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Author : Anders Lindquist
language : en
Publisher: Springer
Release Date : 2015-04-24
Linear Stochastic Systems written by Anders Lindquist and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-24 with Science categories.
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Diffusions Markov Processes And Martingales Volume 1 Foundations
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Author : L. C. G. Rogers
language : en
Publisher: Cambridge University Press
Release Date : 2000-04-13
Diffusions Markov Processes And Martingales Volume 1 Foundations written by L. C. G. Rogers 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 2000-04-13 with Mathematics categories.
Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.
Proceedings Of The First Us Japan Conference On The Frontiers Of Statistical Modeling An Informational Approach
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Author : H. Bozdogan
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Proceedings Of The First Us Japan Conference On The Frontiers Of Statistical Modeling An Informational Approach written by H. Bozdogan 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.
These three volumes comprise the proceedings of the US/Japan Conference, held in honour of Professor H. Akaike, on the `Frontiers of Statistical Modeling: an Informational Approach'. The major theme of the conference was the implementation of statistical modeling through an informational approach to complex, real-world problems. Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis. Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. Volume 2 is devoted to the general topic of Multivariate Statistical Modeling, and Volume 3 contains the papers relating to Engineering and Scientific Applications. For all scientists whose work involves statistics.
Proceedings Of The Berkeley Ames Conference On Nonlinear Problems In Control And Fluid Dynamics
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Author : Louis R. Hunt
language : en
Publisher:
Release Date : 1984
Proceedings Of The Berkeley Ames Conference On Nonlinear Problems In Control And Fluid Dynamics written by Louis R. Hunt and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Science categories.
Stochastic Processes In Physics And Engineering
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Author : Sergio Albeverio
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Processes In Physics And Engineering written by Sergio Albeverio 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.
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
European Control Conference 1991
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Author :
language : en
Publisher: European Control Association
Release Date : 1991-07-02
European Control Conference 1991 written by and has been published by European Control Association this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-07-02 with categories.
Proceedings of the European Control Conference 1991, July 2-5, 1991, Grenoble, France