Linear estimation and stochastic control:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
Chapman and Hall
1977
New York John Wiley & Sons |
| Edition: | first published |
| Series: | Chapman and Hall mathematics series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xii, 224 Seiten Illustrationen |
| ISBN: | 0412154706 0412151308 0470992158 |
Staff View
MARC
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| 245 | 1 | 0 | |a Linear estimation and stochastic control |c M. H. A. Davis ; Department of Computing and Control, Imperial College, University of London |
| 250 | |a first published | ||
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Record in the Search Index
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| adam_text | Contents
Preface page vii
Abbreviations and Notation xi
1 Finite-dimensional linear estimation 1
1 1 The geometrical structure of linear estimation 1
1 2 Problems and complements 11
2 Stochastic processes and linear estimation 13
2 1 Stochastic processes 14
2 2 Hilbert space 30
2 3 Spaces of square-integrable random variables 42
2 4 Problems and complements 54
3 Orthogonal increments processes 56
3 1 General properties 56
3 2 Counting processes 59
3 3 Brownian motion and white noise 71
3 4 Wiener integrals 84
3 5 Problems and complements 96
4 Estimation in dynamical systems 100
4 1 Multidimensional processes 102
4 2 Linear stochastic equations 104
v
v CONTENTS
4 3 The Innovations Process 117
4 4 The Kalman Filter 134
4 5 Problems and complements 148
5 Linear stochastic control 151
5 1 Dynamic programming and the deterministic
linear regulator 157
5 2 The stochastic linear regulator 163
5 3 Partial observations and the Separation Principle 173
5 4 Infinite-time problems 182
5 5 Problems and complements 190
6 An outline of further developments 193
6 1 Non-linear filtering and control 194
6 2 Distributed-parameter systems 201
Appendix: Independence and Conditional
Expectation 209
References 216
Index
|
| any_adam_object | 1 |
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| bvnumber | BV001988651 |
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| ctrlnum | (OCoLC)613268299 (DE-599)BVBBV001988651 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | first published |
| format | Book |
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| id | DE-604.BV001988651 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:38:27Z |
| institution | BVB |
| isbn | 0412154706 0412151308 0470992158 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001297094 |
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| physical | xii, 224 Seiten Illustrationen |
| publishDate | 1977 |
| publishDateSearch | 1977 |
| publishDateSort | 1977 |
| publisher | Chapman and Hall John Wiley & Sons |
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| series2 | Chapman and Hall mathematics series |
| spelling | Davis, Mark H. A. 1945-2020 (DE-588)120781611 aut Linear estimation and stochastic control M. H. A. Davis ; Department of Computing and Control, Imperial College, University of London first published London Chapman and Hall 1977 New York John Wiley & Sons xii, 224 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Chapman and Hall mathematics series Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Lineare Schätztheorie (DE-588)4502225-2 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Lineare Schätztheorie (DE-588)4502225-2 s Stochastische Kontrolltheorie (DE-588)4263657-7 s DE-604 Entscheidungstheorie (DE-588)4138606-1 s HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001297094&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Davis, Mark H. A. 1945-2020 Linear estimation and stochastic control Entscheidungstheorie (DE-588)4138606-1 gnd Lineare Schätztheorie (DE-588)4502225-2 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4138606-1 (DE-588)4502225-2 (DE-588)4263657-7 |
| title | Linear estimation and stochastic control |
| title_auth | Linear estimation and stochastic control |
| title_exact_search | Linear estimation and stochastic control |
| title_full | Linear estimation and stochastic control M. H. A. Davis ; Department of Computing and Control, Imperial College, University of London |
| title_fullStr | Linear estimation and stochastic control M. H. A. Davis ; Department of Computing and Control, Imperial College, University of London |
| title_full_unstemmed | Linear estimation and stochastic control M. H. A. Davis ; Department of Computing and Control, Imperial College, University of London |
| title_short | Linear estimation and stochastic control |
| title_sort | linear estimation and stochastic control |
| topic | Entscheidungstheorie (DE-588)4138606-1 gnd Lineare Schätztheorie (DE-588)4502225-2 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Entscheidungstheorie Lineare Schätztheorie Stochastische Kontrolltheorie |
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