Filtering and Control of Random Processes
Broschiertes Buch

Filtering and Control of Random Processes

Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983

Herausgegeben: Korezlioglu, H.; Mazziotto, G.; Szpirglas, J.
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Projective Markov processes.- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation.- Some comments on control and estimation problems for diffusions in bounded regions.- The separation principle for partially observed linear control systems: A general framework.- Approximations for discrete-time partially observable stochastic control problems.- Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem.- An extension of the prophet inequality.- Martingale representation and nonlinear filt...