Logo

Lectures on Stochastic Control and Nonlinear Filtering

Small book cover: Lectures on Stochastic Control and Nonlinear Filtering

Lectures on Stochastic Control and Nonlinear Filtering
by

Publisher: Tata Institute of Fundamental Research
ISBN/ASIN: 3540133437
ISBN-13: 9783540133438
Number of pages: 112

Description:
There are actually two separate series of lectures, on controlled stochastic jump processes and nonlinear filtering respectively, and the corresponding two parts of these notes are almost disjoint. They are united however, by the common philosophy of treating Markov processes by methods of stochastic calculus.

Download or read it online for free here:
Download link
(450KB, PDF)

Similar books

Book cover: Control SystemsControl Systems
by - Wikibooks
An inter-disciplinary engineering text that analyzes the effects and interactions of mathematical systems. This book is for third and fourth year undergraduates in an engineering program. It considers both classical and modern control methods.
(19673 views)
Book cover: Frontiers in Advanced Control SystemsFrontiers in Advanced Control Systems
by - InTech
This book brings the state-of-art research results on advanced control from both the theoretical and practical perspectives. The fundamental and advanced research results and technical evolution of control theory are of particular interest.
(5542 views)
Book cover: Intelligent ControlIntelligent Control
by
Intelligent control describes the discipline where control methods emulate important characteristics of human intelligence. These characteristics include adaptation and learning, planning under large uncertainty and coping with large amounts of data.
(11043 views)
Book cover: Control and NonlinearityControl and Nonlinearity
by - American Mathematical Society
This book presents methods to study the controllability and the stabilization of nonlinear control systems in finite and infinite dimensions. Examples are given where nonlinearities turn out to be essential to get controllability or stabilization.
(7222 views)