Springer Optimization and Its Applications

Estimation and Control Problems for Stochastic Partial Differential Equations

Authors: Knopov, Pavel S., Deriyeva, Olena N.

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  • ​Investigates important aspects of estimation and control theory for systems modeled by stochastic partial differential equations
  • Presents research on problems of estimation and control theory for random fields that has not been previously covered by researchers
  • Includes research on control, prediction, and estimation for systems with two parameters and additive noise
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  • ISBN 978-1-4614-8286-4
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Hardcover $109.99
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About this book

Focusing 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.

Reviews

From the book reviews:

“The book is focused on the study of stochastic (partial) differential equations of hyperbolic type. … there are several topics treated in the book that may be of interest to specialists working in stochastic multiparameter SDEs and SPDEs, especially for those interested in problems of control and filtering.” (Bohdan Maslowski, Mathematical Reviews, February, 2015)


Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4614-8286-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts from 10 eBooks
Hardcover $109.99
price for USA in USD
Softcover $109.99
price for USA in USD
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Estimation and Control Problems for Stochastic Partial Differential Equations
Authors
Series Title
Springer Optimization and Its Applications
Series Volume
83
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-8286-4
DOI
10.1007/978-1-4614-8286-4
Hardcover ISBN
978-1-4614-8285-7
Softcover ISBN
978-1-4939-4493-4
Series ISSN
1931-6828
Edition Number
1
Number of Pages
X, 183
Topics