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Stochastic Differential Systems I: Filtering and Control A Function Space Approach - Couverture souple
Synopsis
This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva- tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach. Lecture Notes in Economics and Mathematical Systems 84
Edité par
Springer, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
Ancien ou d'occasion
Couverture souple
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Etat : Fine. First edition, first printing, 264 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1305308
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Stochastic differential systems; Teil: 1., Filtering and control : a function space approach. Lecture notes in economics and mathematical systems ; 84.
Edité par
Berlin, Heidelberg, New York : Springer, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
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Softcover-Großformat
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Softcover-Großformat. Etat : Gut. IV, 252 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); leichte altersbedingte Anbräunung des Papiers; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 500. N° de réf. du vendeur 1712874
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach Lecture Notes in Economics and Mathematical Systems 84
Edité par
Springer Verlag;, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
Ancien ou d'occasion
Broschiert
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
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Broschiert. Etat : Gut. 252 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 460. N° de réf. du vendeur 1431023
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach. (= Lecture Notes in Economics and Mathematical Systems, Band 84).
Edité par
Springer Berlin Heidelberg, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
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8° , Softcover/Paperback. 1.Auflage,. IV, 252 Seiten Einband etwas berieben, Bibl.Ex., sonst guter und sauberer Zustand 9783540063032 Sprache: Englisch Gewicht in Gramm: 530. N° de réf. du vendeur 134218
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, Band 84)
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Springer Berlin Heidelberg, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems).
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ISBN 10 : 354006303X
ISBN 13 : 9783540063032
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kartoniert. Etat : Gut. Lecture Notes in Economics and Mathematical Systems, Band 84. Zust: Gutes Exemplar. Mit Widmung auf dem Frontcover. IV, 252 Seiten, Englisch 486g. N° de réf. du vendeur 493790
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, 84)
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Stochastic Differential Systems I : Filtering and Control a Function Space Approach
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Stochastic Differential Systems I: Filtering and Control A Function Space Approach (Lecture Notes in Economics and Mathematical Systems, 84)
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Stochastic Differential Systems I (Paperback)
Edité par
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 1973
ISBN 10 : 354006303X
ISBN 13 : 9783540063032
Neuf
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Paperback. Etat : new. Paperback. This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced. presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. We introduce the linear Stochastic integrals right away. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9783540063032
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