Stochastic modelling and filtering : proceedings of the IFIP-WG 7.1 working conference, Rome, Italy, Decembre 10-14, 1984

edited by Alfredo Germani

[目次]

  • 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.

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この本の情報

書名 Stochastic modelling and filtering : proceedings of the IFIP-WG 7.1 working conference, Rome, Italy, Decembre 10-14, 1984
著作者等 Germani, Alfredo
IFIP WG 7.1
シリーズ名 Lecture notes in control and information sciences
出版元 Springer-Verlag
刊行年月 c1987
ページ数 218 p.
大きさ 25 cm
ISBN 038717575X
354017575X
NCID BA0056338X
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言語 英語
出版国 ドイツ
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