000 | 03288nam a22004935i 4500 | ||
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001 | 978-1-4614-8286-4 | ||
003 | DE-He213 | ||
005 | 20140220082831.0 | ||
007 | cr nn 008mamaa | ||
008 | 130917s2013 xxu| s |||| 0|eng d | ||
020 |
_a9781461482864 _9978-1-4614-8286-4 |
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024 | 7 |
_a10.1007/978-1-4614-8286-4 _2doi |
|
050 | 4 | _aQA370-380 | |
072 | 7 |
_aPBKJ _2bicssc |
|
072 | 7 |
_aMAT007000 _2bisacsh |
|
082 | 0 | 4 |
_a515.353 _223 |
100 | 1 |
_aKnopov, Pavel S. _eauthor. |
|
245 | 1 | 0 |
_aEstimation and Control Problems for Stochastic Partial Differential Equations _h[electronic resource] / _cby Pavel S. Knopov, Olena N. Deriyeva. |
264 | 1 |
_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2013. |
|
300 |
_aX, 183 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aSpringer Optimization and Its Applications, _x1931-6828 ; _v83 |
|
505 | 0 | _a1. Two Parameter Martingales and Their Properties -- 2. Stochastic Differential Equations on the Plane -- 3. Filtration and Prediction Problems for Stochastic Fields -- 4. Control Problem for Diffusion-Type Random Fields -- 5. Stochastic Processes in a Hilbert Space -- References. | |
520 | _aFocusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aDifferential equations, partial. | |
650 | 0 | _aSystems theory. | |
650 | 0 | _aMathematical optimization. | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aPartial Differential Equations. |
650 | 2 | 4 | _aCalculus of Variations and Optimal Control; Optimization. |
650 | 2 | 4 | _aSystems Theory, Control. |
700 | 1 |
_aDeriyeva, Olena N. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9781461482857 |
830 | 0 |
_aSpringer Optimization and Its Applications, _x1931-6828 ; _v83 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-1-4614-8286-4 |
912 | _aZDB-2-SMA | ||
999 |
_c96043 _d96043 |