Stochastic modelling and filtering : proceedings of the IFIP-WG 7.1 working conference, Rome, Italy, Decembre 10-14, 1984
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Stochastic modelling and filtering : proceedings of the IFIP-WG 7.1 working conference, Rome, Italy, Decembre 10-14, 1984
（Lecture notes in control and information sciences, 91）
Springer-Verlag, c1987
- : gw
- : us
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Description and Table of Contents
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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