Estimation and control problems for stochastic partial differential equations /
نام عام مواد
[Book]
نام نخستين پديدآور
Pavel S. Knopov, Olena N. Deriyeva
مشخصات ظاهری
نام خاص و کميت اثر
1 online resource (x, 183 pages)
فروست
عنوان فروست
Springer Optimization and Its Applications,
مشخصه جلد
volume 83
شاپا ي ISSN فروست
1931-6828 ;
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index
یادداشتهای مربوط به مندرجات
متن يادداشت
Two Parameter Martingales and Their Properties -- Stochastic Differential Equations on the Plane -- Filtration and Prediction Problems for Stochastic Fields -- Control Problem for Diffusion-Type Random Fields -- Stochastic Processes in a Hilbert Space
بدون عنوان
0
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields
قطعه
عنوان
OhioLINK electronic book center (Online)
عنوان
SpringerLink
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Stochastic partial differential equations
مقوله موضوعی
موضوع مستند نشده
MAT-- 005000
موضوع مستند نشده
MAT-- 034000
موضوع مستند نشده
MAT007000
موضوع مستند نشده
PBKJ
رده بندی ديویی
شماره
515/
.
353
ويراست
23
رده بندی کنگره
شماره رده
QA274
.
25
شماره رده
QA274
.
25
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )