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 in an Information Rich WorldControl in an Information Rich World
by - Society for Industrial Mathematics
The prospects for control in the current and future technological environment. The text describes the role the field will play in commercial and scientific applications over the next decade, and recommends actions required for new breakthroughs.
(16936 views)
Book cover: Distributed Control of Robotic NetworksDistributed Control of Robotic Networks
by - Princeton University Press
This introductory book offers a distinctive blend of computer science and control theory. The book presents a broad set of tools for understanding coordination algorithms, determining their correctness, and assessing their complexity.
(13413 views)
Book cover: Control Theory with Applications to Naval HydrodynamicsControl Theory with Applications to Naval Hydrodynamics
by
The lectures present an introduction to modern control theory. Calculus of variations is used to study the problem of determining the optimal control for a deterministic system without constraints and for one with constraints.
(12177 views)
Book cover: Dynamic System Modeling and ControlDynamic System Modeling and Control
by
Dynamic System Modeling and Control introduces the basic concepts of system modeling with differential equations. Supplemental materials at the end of this book include a writing guide, summary of math topics, and a table of useful engineering units.
(24196 views)