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Condition: New. pp. 236 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Published by Springer Berlin Heidelberg, 2008
ISBN 10: 3540708022 ISBN 13: 9783540708025
Language: English
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Add to basketCondition: Sehr gut. Zustand: Sehr gut - Neubindung | Seiten: 236 | Sprache: Englisch | Produktart: Bücher.
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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems (Lecture Notes in Control and Information Sciences, 380)
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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Published by Springer Berlin Heidelberg, 2008
ISBN 10: 3540708022 ISBN 13: 9783540708025
Language: English
£ 92.61
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 0. 1 Introduction Although the general optimal solution of the ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a nite-dimensional closed system of ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ltering equations. However, the optimal nonlinear nite-dimensional lter can be - tained in some other cases, if, for example, the state vector can take only a nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis es the Riccati equation df /dx + f = x (see [15]). The complete classi cation of the 'general situation' cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear nite-dimensional lter exists, is given in [95].
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Paperback. Condition: Like New. Like New. book.
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New Trends in Optimal Filtering and Control for Polynomial and Time Delay Systems
Published by Springer, 2008
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Add to basketSoft cover. Condition: New. ISBN:9783540708025.
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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Published by Springer Berlin Heidelberg Sep 2008, 2008
ISBN 10: 3540708022 ISBN 13: 9783540708025
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -0. 1 Introduction Although the general optimal solution of the ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a nite-dimensional closed system of ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ltering equations. However, the optimal nonlinear nite-dimensional lter can be - tained in some other cases, if, for example, the state vector can take only a nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis es the Riccati equation df /dx + f = x (see [15]). The complete classi cation of the 'general situation' cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear nite-dimensional lter exists, is given in [95]. 236 pp. Englisch.
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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Published by Springer Berlin Heidelberg, 2008
ISBN 10: 3540708022 ISBN 13: 9783540708025
Language: English
£ 85.95
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Add to basketKartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents the state of the art in the area of Optimal Filtering and Control for Polynomial and Time-Delay Systems0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused.
