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010   $a1-4614-8286-0
024 7 $a10.1007/978-1-4614-8286-4
035   $a(OCoLC)859668147
035   $a(MiFhGG)GVRL6YSU
035   $a(EXLCZ)993710000000019048
100   $a20130619d2013      uy             0
101 0 $aeng
135   $aurun|---uuuua
181   $ctxt
182   $cc
183   $acr
200 10$aEstimation and control problems for stochastic partial differential equations /$fPavel S. Knopov, Olena N. Deriyeva
205   $a1st ed. 2013.
210  1$aNew York :$cSpringer,$d2013.
215   $a1 online resource (x, 183 pages)
225 1 $aSpringer Optimization and Its Applications,$x1931-6828 ;$v83
300   $a"ISSN: 1931-6828."
311   $a1-4614-8285-2 
320   $aIncludes bibliographical references and index.
327   $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.
330   $aFocusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields.
410  0$aSpringer optimization and its applications ;$vvolume 83.
606   $aStochastic partial differential equations
615  0$aStochastic partial differential equations.
676   $a515.353
700   $aKnopov$b Pavel S$4aut$4http://id.loc.gov/vocabulary/relators/aut$01060079
702   $aDeriyeva$b Olena N.
801  0$bMiFhGG
801  1$bMiFhGG
906   $aBOOK
912   $a9910438036103321
996   $aEstimation and Control Problems for Stochastic Partial Differential Equations$92510965
997   $aUNINA