Estimation and Control Problems for Stochastic Partial Differential Equation
نام عام مواد
[Book]
ساير اطلاعات عنواني
:[delta
نام نخستين پديدآور
/ by Pavel S. Knopov, Olena N. Deriyeva
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York, NY
نام ناشر، پخش کننده و غيره
: Springer New York :Imprint: Springer,
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
X, 183 p., online resource.
فروست
عنوان فروست
(Springer Optimization and Its Applications,1931-6828
مشخصه جلد
; 83)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به مندرجات
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.
متن يادداشت
1. Two Parameter Martingales and Their Properties -- 2. Stochastic Differential Equations on the Plane -- 3. Filtration and Prediction Problems for Stochastic Fields -- 4. Control Problem for Diffusion-Type Random Fields -- 5. Stochastic Processes in a Hilbert Space -- References.?╗╣
فروست (داده ارتباطی)
عنوان
Springer Optimization and Its Applications,1931-6828
شماره جلد
83
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Mathematics
موضوع مستند نشده
Differential equations, partial
موضوع مستند نشده
Systems theory
موضوع مستند نشده
Mathematical optimization
موضوع مستند نشده
Electronic books
رده بندی کنگره
شماره رده
E-BOOK
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )