000 03288nam a22004935i 4500
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
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.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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