Stochastic differential systems: 1 Filtering and control : a function space approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
1973
|
| Series: | Lecture notes in economics and mathematical systems
84 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IV, 252 S. |
| ISBN: | 354006303X 038706303X |
Staff View
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Record in the Search Index
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| adam_text | CONTENTS
CHAPTER I: PRELIMINARIES: STOCHASTIC PROCESSES 1
CHAPTER II: LINEAR STOCHASTIC EQUATIONS 11
Inducing Measures on C: The Wiener Measure ... 11
Stochastic Integrals: Linear Case 27
Linear Stochastic Equations 53
CHAPTER III: CONDITIONAL EXPECTATION AND
MARTINGALE THEORY 47
CHAPTER IV: RADON NIKODYM DERIVATIVES WITH
RESPECT TO WIENER MEASURE 69
CHAPTER V: THE ITO INTEGRAL. 86
R N Derivatives Using Ito Integral 97
CHAPTER VI: LINEAR RECURSIVE ESTIMATION 115
Time Invariant Systems: Asymptotic Behavior • • • 144
CHAPTER VII: LINEAR STOCHASTIC CONTROL: .
TIME INVARIANT SYSTEMS 163
Steady State Control: Time Invariant Systems ... 177
Final Value Problems 183
Tracking Problem 184
Differential Games with Imperfect Information . . , 185
CHAPTER VIII: SYSTEM IDENTIFICATION 192
APPENDIX 1 223
APPENDIX II 256
REFERENCES 240
SUPLEMENTARY NOTES 243
|
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| indexdate | 2024-07-09T16:18:54Z |
| institution | BVB |
| isbn | 354006303X 038706303X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002999279 |
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| physical | IV, 252 S. |
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| publishDate | 1973 |
| publishDateSearch | 1973 |
| publishDateSort | 1973 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems Lecture notes in economics and mathematical systems. |
| spelling | Balakrishnan, Alampallam V. 1929- Verfasser (DE-588)115804692 aut Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan Berlin [u.a.] Springer 1973 IV, 252 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 84 Lecture notes in economics and mathematical systems. ... Funktionalanalysis (DE-588)4018916-8 gnd rswk-swf Filtertheorie (DE-588)4154392-0 gnd rswk-swf Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Stochastische Differentialgleichung (DE-588)4057621-8 s Filtertheorie (DE-588)4154392-0 s Kontrolltheorie (DE-588)4032317-1 s DE-604 Stochastische Kontrolltheorie (DE-588)4263657-7 s Funktionalanalysis (DE-588)4018916-8 s (DE-604)BV004896181 1 Lecture notes in economics and mathematical systems 84 (DE-604)BV000000036 84 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002999279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Balakrishnan, Alampallam V. 1929- Stochastic differential systems Lecture notes in economics and mathematical systems Funktionalanalysis (DE-588)4018916-8 gnd Filtertheorie (DE-588)4154392-0 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4018916-8 (DE-588)4154392-0 (DE-588)4032317-1 (DE-588)4057621-8 (DE-588)4263657-7 (DE-588)1071861417 |
| title | Stochastic differential systems |
| title_auth | Stochastic differential systems |
| title_exact_search | Stochastic differential systems |
| title_full | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_fullStr | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_full_unstemmed | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_short | Stochastic differential systems |
| title_sort | stochastic differential systems filtering and control a function space approach |
| topic | Funktionalanalysis (DE-588)4018916-8 gnd Filtertheorie (DE-588)4154392-0 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Funktionalanalysis Filtertheorie Kontrolltheorie Stochastische Differentialgleichung Stochastische Kontrolltheorie Konferenzschrift |
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