New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Michael Basin
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Description for New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
Paperback. This book presents the state-of-the-art in optimal filtering and control for polynomial and time-delay systems. Series: Lecture Notes in Control and Information Sciences. Num Pages: 232 pages, biography. BIC Classification: PBW; TJFM. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 13. Weight in Grams: 367.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2008
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
232
Condition
New
Series
Lecture Notes in Control and Information Sciences
Number of Pages
208
Place of Publication
Berlin, Germany
ISBN
9783540708025
SKU
V9783540708025
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
From the reviews: "The book under review provides ways to practically use the filtering model … . This book should be of interest to those for whom filtering and control go beyond the mathematics and who would like to have a sense of the gap that exists in that area between theory and practice. It is also a ... Read more