03010oam 2200445 450 991043803610332120190911103512.01-4614-8286-010.1007/978-1-4614-8286-4(OCoLC)859668147(MiFhGG)GVRL6YSU(EXLCZ)99371000000001904820130619d2013 uy 0engurun|---uuuuatxtccrEstimation and control problems for stochastic partial differential equations /Pavel S. Knopov, Olena N. Deriyeva1st ed. 2013.New York :Springer,2013.1 online resource (x, 183 pages)Springer Optimization and Its Applications,1931-6828 ;83"ISSN: 1931-6828."1-4614-8285-2 Includes bibliographical references and index.1. 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.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.Springer optimization and its applications ;volume 83.Stochastic partial differential equationsStochastic partial differential equations.515.353Knopov Pavel Sauthttp://id.loc.gov/vocabulary/relators/aut1060079Deriyeva Olena N.MiFhGGMiFhGGBOOK9910438036103321Estimation and Control Problems for Stochastic Partial Differential Equations2510965UNINA