Format:
Online-Ressource (IX, 347 p)
,
digital
Edition:
Springer eBook Collection. Engineering
ISBN:
9783540461883
Series Statement:
Lecture Notes in Control and Information Sciences 126
Content:
The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented
Note:
Literaturangaben
,
From the contents: P.R. Kumar: Performance and robustness in adaptive control of linear stochastic systems -- T.L. Lai: Extended stochastic Lyapunov functions and recursive algorithms in linear stochastic systems -- D. Surgailis, T. Arak: Markov fields with discrete state space -- E. Wong: Multiparameter martingale and Markov process -- A. Bensoussan: Nonlinear filtering for dynamic systems with singular perturbations.
Additional Edition:
ISBN 9783540512998
Additional Edition:
Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1989 ISBN 3540512993
Additional Edition:
ISBN 0387512993
Language:
English
Keywords:
Stochastisches System
;
Konferenzschrift
URL:
Volltext
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