Stochastic Modelling and Filtering: Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984

Stochastic Modelling and Filtering: Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10-14, 1984

by Alfredo Germani (Editor)

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Product Details

ISBN-13: 9783540175759
Publisher: Springer Berlin Heidelberg
Publication date: 05/11/1987
Series: Lecture Notes in Control and Information Sciences , #91
Pages: 221
Product dimensions: 6.69(w) x 9.61(h) x 0.02(d)

Table of Contents

Optimization of drugs' action.- Nonlinear stochastic evolution equations in Hilbert spaces.- Equivalence and reversibility of point processes.- Galerkin approximation for optimal linear filtering of infinite dimensional linear systems.- On conditionally linear filtering, control, and coding.- Martingale problems for controlled processes.- Estimation of immune response model parameters based on maximum likelihood method.- Approximate impulse control of partially observed systems.- The averaging principle for a class of stochastic algorithms in adaptive filtering.- Asymptotic study of estimation problems with small observation noise.- Filtering on manifolds.- Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint.- On the innovations problem for a finite additive white noise approach to nonlinear filtering.- Classification of discretization schemes of diffusions according to an ergodic criterium.

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