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140122  eng 
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a 9783540461883

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1 

a Christopeit, Norbert
e [editor]

245 
0 
0 
a Stochastic Differential Systems
h Elektronische Ressource
b Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988
c edited by Norbert Christopeit, Kurt Helmes, Michael Kohlmann

250 


a 1st ed. 1989

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a Berlin, Heidelberg
b Springer Berlin Heidelberg
c 1989, 1989

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a IX, 347 p. 4 illus
b online resource

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0 

a OLSEstimation and rationality in linear models with forecast feedback  Invariance of cones and comparison results for some classes of diffusion processes  Performance and robustness in adaptive control of linear stochastic systems  Singular perturbations for stochastic control  Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems  Consistency sets of least squares estimates in stochastic regression models  Consistency of estimators in controlled systems  Stochastic controllability and stochastic Lyapunov functions with applications to adaptive and nonlinear systems  A simple stochastic growth model for filamentary current structures in semiconductor systems  The rate of convergence and the asymptotic normality of an estimator in a controlled investment model with timevarying parameters  On invariant measures of filtering processes  Polygonal fields: A new class of markov fields on the plane 

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0 

a Some results on Newton equation with an additional stochastic force  On dirichlet forms on topological vector spaces: Existence and maximality  Nowhere Radon smooth measures, perturbations of Dirichlet forms and singular quadratic forms  A generalization of Ito's formula  General functional limit theorems for semimartingales  Nonlinear filtering for dynamic systems with singular perturbations  On recursive adaptive filtering: Linear case  On the smooth fit boundary conditions in the optimal stopping problem for semimertingales  Order determination and adaptive control of ARX models using the PLS criterion  Adaptive control of some partially observed linear stochastic systems  The adjoint process in stochastic optimal control  Integration by parts and the Malliavin calculus  Pathwise stability of random differential equations and the solution of an adaptive control related problem  Stochastic analysis of intertemporal economic issues 

505 
0 

a Strictly stationary processes with the linear prediction property  Multiparameter martingale and Markov process  Limit theorems for storage process with the domain of attraction of a stable law

653 


a Control, Robotics, Automation

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a Engineering mathematics

653 


a Calculus of Variations and Optimization

653 


a Control theory

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a Systems Theory, Control

653 


a System theory

653 


a Control engineering

653 


a Robotics

653 


a Engineering / Data processing

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a Mathematical optimization

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a Automation

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a Mathematical and Computational Engineering Applications

653 


a Calculus of variations

700 
1 

a Helmes, Kurt
e [editor]

700 
1 

a Kohlmann, Michael
e [editor]

041 
0 
7 
a eng
2 ISO 6392

989 


b SBA
a Springer Book Archives 2004

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0 

a Lecture Notes in Control and Information Sciences

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5 
0 
a 10.1007/BFb0043767

856 
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0 
u https://doi.org/10.1007/BFb0043767?nosfx=y
x Verlag
3 Volltext

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0 

a 629.8

520 


a The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented
