دانلود کتاب Stochastic Control of Partially Observable Systems

Name: Stochastic Control of Partially Observable Systems
Availability: InStock
Author: Alain Bensoussan
ISBN: 9780521611978, 9780521354035, 9780511526503, 05216

by Alain Bensoussan

عنوان فارسی: کنترل تصادفی از سیستم نیمه قابل مشاهده
سال: 2004
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 360-360
شابک: 9780521611978, 9780521354035, 9780511526503, 05216
نوع فایل: DJVU دانلود نرم افزار مطالعه
حجم: 1.00 مگابایت

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جزییات کتاب

The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.

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