Filtering and Control of Random Processes, H. Korezlioglu; G. Mazziotto; J. Szpirglas

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: 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: 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: 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.

Автор: Dominik Ballreich
Название: Stable and Efficient Cubature-based Filtering in Dynamical Systems
ISBN: 3319621297 ISBN-13(EAN): 9783319621296
Издательство: Springer
Рейтинг:
Цена: 11878.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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: S.K. Mitter; A. Moro
Название: Nonlinear Filtering and Stochastic Control
ISBN: 3540119760 ISBN-13(EAN): 9783540119760
Издательство: Springer
Рейтинг:
Цена: 4884.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Michiel Hazewinkel; J.C. Williams
Название: Stochastic Systems: The Mathematics of Filtering and Identification and Applications
ISBN: 9027713308 ISBN-13(EAN): 9789027713308
Издательство: Springer
Рейтинг:
Цена: 44861.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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: 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.

Автор: Onesimo Hernandez-Lerma
Название: Adaptive Markov Control Processes
ISBN: 1461264545 ISBN-13(EAN): 9781461264545
Издательство: Springer
Рейтинг:
Цена: 6986.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP`s), also known as Markov decision processes or Markov dynamic programs.

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.