Adaptive Algorithms and Stochastic Approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; Translated from the French by Stephen S. Wilson
| Adaptive Algorithms and Stochastic Approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; Translated from the French by Stephen S. Wilson |
| Autore | Benveniste, Albert |
| Pubbl/distr/stampa | Berlin, : Springer-Verlag, 1990 |
| Descrizione fisica | xi, 365 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Métivier, Michel
Priouret, Pierre |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
62E20 - Asymptotic distribution theory in statistics [MSC 2020] 93C40 - Adaptive control/observation systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Behavior
Cognition Control Ergodicity Extension Intelligence Markov Chains Modeling Moments Parameter Pattern recognition Rang Statistics Stochastic Approximations System identification |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00286714 |
Benveniste, Albert
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| Berlin, : Springer-Verlag, 1990 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Adaptive Control, Filtering, and Signal Processing / K. J. Åström, G. C. Goodwin, P. R. Kumar editors
| Adaptive Control, Filtering, and Signal Processing / K. J. Åström, G. C. Goodwin, P. R. Kumar editors |
| Pubbl/distr/stampa | New York, : Springer, 1995 |
| Descrizione fisica | xviii, 396 p. : ill. ; 24 cm |
| Soggetto topico |
49N30 - Problems with incomplete information (optimization) [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 93B30 - System identification [MSC 2020] 93C10 - Nonlinear systems in control theory [MSC 2020] 93C40 - Adaptive control/observation systems [MSC 2020] 93D21 - Adaptive or robust stabilization [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] 93E35 - Stochastic learning and adaptive control [MSC 2020] |
| Soggetto non controllato |
Adaptive control
Algorithms Control Filtering Nonlinear Systems Nonlinear control Signal Signal processing Stability System identification Systems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00294729 |
| New York, : Springer, 1995 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124566 |
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Edizione | [Cham : Springer, 2018] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124566 |
Wang, Guangchen
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| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
| Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos |
| Autore | Triantafyllopoulos, Kostas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 495 p. : ill. ; 24 cm |
| Soggetto topico |
93E11 - Filtering in stochastic control theory [MSC 2020]
62-XX - Statistics [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Bayesian estimation
Bayesian forecasting Control theory Dynamic models Financial Time Series Non Gaussian time series Sequential Monte Carlo State space in dynamic systems State-space models Stochastic volatility Systems stability Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274587 |
Triantafyllopoulos, Kostas
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| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
| Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos |
| Autore | Triantafyllopoulos, Kostas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 495 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62F15 - Bayesian inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Bayesian estimation
Bayesian forecasting Control theory Dynamic models Financial Time Series Non Gaussian time series Sequential Monte Carlo State space in dynamic systems State-space models Stochastic volatility Systems stability Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274587 |
Triantafyllopoulos, Kostas
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| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Calcul Stochastique et Problèmes de Martingales / Jean Jacod
| Calcul Stochastique et Problèmes de Martingales / Jean Jacod |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1979 |
| Descrizione fisica | x, 539 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 60G57 - Random measures [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato | Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0261099 |
Jacod, Jean
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| Berlin, : Springer, 1979 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Calcul Stochastique et Problèmes de Martingales / Jean Jacod
| Calcul Stochastique et Problèmes de Martingales / Jean Jacod |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1979 |
| Descrizione fisica | x, 539 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60G57 - Random measures [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato | Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN00261099 |
Jacod, Jean
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| Berlin, : Springer, 1979 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy
| Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy |
| Autore | Rao, K. Deergha |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xxiv, 789 p. : ill. ; 24 cm |
| Altri autori (Persone) | Swamy, M. N. Shanmukha |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
68T10 - Pattern recognition, speech recognition [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] |
| Soggetto non controllato |
DSP Processors
DSP textbook DTFT Digital signal processing FIR Filter Fourier transform IIR Filter Information and communication, circuits Lattice Structure Multirate Digital Signal Processing Multirate Filter Banks Phase Equalization STFT Wireless Communications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125128 |
Rao, K. Deergha
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| Singapore, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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