Stochastic differential systems; Teil: 1., Filtering and control : a function space approach. Lecture notes in economics and mathematical systems ; 84.

Balakrishnan,, Alampallam V.:

ISBN 10: 354006303X / ISBN 13: 9783540063032

Edité par Berlin, Heidelberg, New York : Springer, 1973

A propos de cet article

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

Détails bibliographiques

• Titre: Stochastic differential systems; Teil: 1., Filtering and control : a function space approach. Lecture notes in economics and mathematical systems ; 84.
• Éditeur: Berlin, Heidelberg, New York : Springer
• Date de parution: 1973
• Langue: anglais
• ISBN à 10 chiffres: 354006303X
• ISBN à 13 chiffres: 9783540063032
• Reliure: Softcover-Großformat
• État de l'article: Gut
• Poids: 500 grammes
• Catalogues du vendeur:
  • 200 Mathematik

A propos de ce titre

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.