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  • Conference proceedings
  • © 1984

Filtering and Control of Random Processes

Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983

Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 61)

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Table of contents (20 papers)

  1. Front Matter

  2. Projective Markov processes

    • J. Aguilar-Martin
    Pages 1-12
  3. Approximations for discrete-time partially observable stochastic control problems

    • Giovanni B. Di Masi, Wolfgang J. Runggaldier
    Pages 61-75
  4. An extension of the prophet inequality

    • D. P. Kennedy
    Pages 104-110
  5. Jeu de Dynkin avec cout dependant d'une strategie continue

    • J. P. Lepeltier, M. A. Maingueneau
    Pages 138-156
  6. Optimal stopping of bi-Markov processes

    • G. Mazziotto
    Pages 172-205
  7. Equations du lissage non lineaire

    • E. Pardoux
    Pages 206-218
  8. On the weak finite stochastic realization problem

    • G. Picci, J. H. van Schuppen
    Pages 237-242
  9. Controle lineaire sous contrainte avec observation partielle

    • Monique Pontier, Jacques Szpirglas
    Pages 243-259

Keywords

  • Control
  • Filtering
  • Filterung
  • Kontrolle (Math.)
  • Observable
  • Sage
  • Sensor
  • Stochastischer Prozess
  • quality
  • statistics

Bibliographic Information

  • Book Title: Filtering and Control of Random Processes

  • Book Subtitle: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983

  • Editors: Hayri Korezlioglu, Gérald Mazziotto, Jacques Szpirglas

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0006558

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1984

  • Softcover ISBN: 978-3-540-13270-7

  • eBook ISBN: 978-3-540-38832-6

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: V, 327

  • Topics: Probability Theory

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • ISBN: 978-3-540-38832-6
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 109.00
Price excludes VAT (USA)