Nonlinear Filtering and Stochastic Control, S.K. Mitter; A. Moro
Автор: Zarchan, Paul Название: Fundamentals of Kalman Filtering ISBN: 1563476940 ISBN-13(EAN): 9781563476945 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 10692.00 р. Наличие на складе: Нет в наличии.
Описание: The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms.
Автор: Peter A. Ruymgaart; Tsu T. Soong Название: Mathematics of Kalman-Bucy Filtering ISBN: 3540187812 ISBN-13(EAN): 9783540187813 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences.
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Автор: Bhar Ramaprasad Название: Stochastic Filtering With Applications In Finance ISBN: 9814304859 ISBN-13(EAN): 9789814304856 Издательство: World Scientific Publishing Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for graduate level courses on stochastic modeling, this title does not intend to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines.
Автор: Alan Bain; Dan Crisan Название: Fundamentals of Stochastic Filtering ISBN: 1441926429 ISBN-13(EAN): 9781441926425 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. 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.
Автор: Fanbiao Li; Peng Shi; Ligang Wu Название: Control and Filtering for Semi-Markovian Jump Systems ISBN: 3319471988 ISBN-13(EAN): 9783319471983 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.
Автор: H. Korezlioglu; G. Mazziotto; J. Szpirglas Название: Filtering and Control of Random Processes ISBN: 3540132708 ISBN-13(EAN): 9783540132707 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: C.S. Burrus; R.S. Bucy; B.G. Williams Название: Lectures on Discrete Time Filtering ISBN: 1461383943 ISBN-13(EAN): 9781461383949 Издательство: Springer Рейтинг: Цена: 9141.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This sep- aration is of more than academic interest as the least squares problem leads to the normal equations, which are numerically ill conditioned, while the process estimation problem in the linear case with appropriate assumptions leads to uniformly asymptotically stable equations for the estimator and the gain.
Автор: T. Kailath Название: Lectures on Wiener and Kalman Filtering ISBN: 321181664X ISBN-13(EAN): 9783211816646 Издательство: Springer Рейтинг: Цена: 13060.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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