Topics in stochastic systems : modelling, estimation, and adaptive control

This book contains a collection of survey papers in the areas of modelling, estimation and adaptive control of stochastic systems describing recent efforts to develop a systematic and elegant theory of identification and adaptive control. It is meant to provide a fast introduction to some of the rec...

Szczegółowa specyfikacja

Zapisane w:
Opis bibliograficzny
Kolejni autorzy: Caines, Peter E, 1945- (Redaktor), Gerencsér, László (Redaktor)
Format: Livre numérique
Język:Anglais
Wydane: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Seria:Lecture notes in control and information sciences 161
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Edition sous un autre format:• Topics in stochastic systems, modelling, estimation, and adaptive control, L. Gerencsér, P.E. Caines (eds.), Berlin, Springer-Verlag, 1991, 401 p., Lecture notes in control and information sciences, 3-540-54133-0
• Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control, Texte imprimé, 9783662165249
Spis treści:
  • Direct modeling of white noise in stochastic systems
  • Markovian representations of cyclostationary processes
  • Parametriztions of linear stochastic systems
  • Stochastic realization for approximate modeling
  • Representation of inner products and stochastic realization
  • On realization and identification of stochastic bilinear systems
  • On stochastic partial differential equations. Results on approximations
  • Developments in parameter bounding
  • Recent progress in parallel stochastic approximations
  • On the adaptive stabilization and ergodic behaviour of stochastic systems with jump-Markov parameters via nonlinear filtering
  • Identification and adaptive control for ARMAX systems
  • Some methods for the adaptive control of continuous time linear stochastic systems
  • Strong approximation results in estimation and adaptive control
  • Stochastic adaptive control: Results and perspective
  • Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant stochastic systems
  • Stability of Markov chains on topological spaces with applications to adaptive control and time series analysis.