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Stochastic Modelling and Filtering

Proceedings of the IFIP-WG 7/1 Working Conference, Rome, Italy, December 10–14, 1984

  • Conference proceedings
  • © 1987

Overview

Editors:
  1. Alfredo Germani
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 91)

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Table of contents (14 papers)

  1. Front Matter

    Download chapter PDF

  2. Optimization of drugs' action

    • Y. Cherruault, J. F. Prost
    Pages 1-15

  3. Nonlinear stochastic evolution equations in Hilbert spaces

    • G. Da Prato
    Pages 16-29

  4. Equivalence and reversibility of point processes

    • Ralph L. Disney, Peter C. Kiessler
    Pages 30-41

  5. Galerkin approximation for optimal linear filtering of infinite dimensional linear systems

    • A. Germani, L. Jetto, M. Piccioni
    Pages 42-63

  6. On conditionally linear filtering, control, and coding

    • W. J. Kolodziej, R. R. Mohler
    Pages 64-74

  7. Martingale problems for controlled processes

    • Thomas G. Kurtz
    Pages 75-90

  8. Estimation of immune response model parameters based on maximum likelihood method

    • G. I. Marchuk, S. M. Zuev
    Pages 91-98

  9. Approximate impulse control of partially observed systems

    • G. Mazziotto
    Pages 99-112

  10. The averaging principle for a class of stochastic algorithms in adaptive filtering

    • Michel Metivier
    Pages 113-130

  11. Asymptotic study of estimation problems with small observation noise

    • Jean Picard
    Pages 131-146

  12. Filtering on manifolds

    • Monique Pontier, Jacques Szpirglas
    Pages 147-160

  13. Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint

    • W. J. Runggaldier, F. Spizzichino
    Pages 161-184

  14. On the innovations problem for a finite additive white noise approach to nonlinear filtering

    • Jin H. Seo, Ravi R. Mazumdar
    Pages 185-206

  15. Classification of discretization schemes of diffusions according to an ergodic criterium

    • Denis Talay
    Pages 207-218
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