Stochastic Systems: the Mathematics of Filtering and Identification and Applications : Proceedings of the NATO Advanced Study Institute Held at Les Arcs, Savoie, France, June 22 ? July 5, 1980

Hazewinkel, Michiel (EDT); Williams, J.c. (EDT)

ISBN 10: 9400985487 / ISBN 13: 9789400985483

Published by Springer, 2011

Unread book in perfect condition. Seller Inventory # 21687118

Synopsis:

In the last five years or so there has been an important renaissance in the area of (mathematical) modeling, identification and (stochastic) control. It was the purpose of the Advanced Study Institute of which the present volume constitutes the proceedings to review recent developments in this area with par­ ticular emphasis on identification and filtering and to do so in such a manner that the material is accessible to a wide variety of both embryo scientists and the various breeds of established researchers to whom identification, filtering, etc. are important (such as control engineers, time series analysts, econometricians, probabilists, mathematical geologists, and various kinds of pure and applied mathematicians; all of these were represented at the ASI). For these proceedings we have taken particular care to see to it that the material presented will be understandable for a quite diverse audience. To that end we have added a fifth tutorial section (besides the four presented at the meeting) and have also included an extensive introduction which explains in detail the main problem areas and themes of these proceedings and which outlines how the various contributions fit together to form a coherent, integrated whole. The prerequisites needed to understand the material in this volume are modest and most graduate students in e. g. mathematical systems theory, applied mathematics, econo­ metrics or control engineering will qualify.

Bibliographic Details

Title: Stochastic Systems: the Mathematics of ...
Publisher: Springer
Publication Date: 2011
Binding: Soft cover
Condition: As New