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Nonlinear stochastic problems

Author: Richard S Bucy; José M F Moura; North Atlantic Treaty Organization. Scientific Affairs Division.
Publisher: Dordrecht ; Boston : D. Reidel Pub. : Sold and distributed in the U.S.A. and Canada by Kluwer Boston, ©1983.
Series: NATO ASI series., Series C,, Mathematical and physical sciences ;, no. 104.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:

Proceedings of the NATO Advanced Study Institute, Algarve, Portugal, May 16-28, 1982

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Genre/Form: Conference papers and proceedings
Kongress
Kongreß
Congresses
Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Richard S Bucy; José M F Moura; North Atlantic Treaty Organization. Scientific Affairs Division.
ISBN: 9027715904 9789027715906
OCLC Number: 9465652
Notes: "Proceedings of the NATO Advanced Study Institute on Nonlinear Stochastic Problems, Armaçao de Pera, Algarve, Portugal, May 16-28, 1982"--Title page verso.
"Published in cooperation with NATO Scientific Affairs Division."
Includes indexes.
Description: xii, 623 pages : illustrations ; 25 cm.
Contents: I - Introduction.- Overview of the ASI on Nonlinear Stochastic Problems.- II - Spectral Estimation.- Estimation of structured covariance matrices: A generalization of the Burg technique.- Classification of radar clutter using the maximum-entropy method.- A simple approach to high-resolution spectral analysis.- III - Identification.- Estimation of stochastic parameters for ARMA models by fast filtering algorithms.- Convergence study of two real-time parameter estimation schemes for nonlinear system.- Approximation by a sum of complex exponentials utilizing the pencil of function method.- Minimax estimation of ARMA systems.- IV - System Theory.- On the structure of minimal Markovian representations.- A brief tutorial on calculus on manifolds, with emphasis on applications to identification and control.- Role of multiplicative non-white noise in a nonlinear surface catalytic reaction.- V - Adaptive / Stochastic Control.- Geometric aspects of the convergence analysis of identification algorithms.- Multivariable adaptive regulators based on multistep quadratic cost functionals.- Overparametrization, positive realness and multistep minimum variance adaptive regulators.- Adaptive receding horizon controllers for discrete stochastic systems.- An explicit solution to a problem in nonlinear stochastic control involving the Wiener process.- VI - Optimal Control.- On optimal control for a class of partially-observed systems.- Optimal stochastic control of linear systems with state and control dependent noise: efficient computational algorithms.- VII - Nonlinear Filtering.- Joint information and demodulation.- Generalized finite-dimensional filters in discrete time.- Nonlinear filtering equation for Hilbert space valued processes.- Optimal orthogonal expansion for estimation I: signal in white Gaussian noise.- Optimal orthogonal expansion for estimation II: signal in counting observations.- Approximations for nonlinear filtering.- Phase demodulation: a nonlinear filtering approach.- Volterra series and finite dimensional nonlinear filtering.- VIII - Stochastic Processes.- Causal invertibility: an approach to the innovations problem.- Spectral analysis of nonlinear semi-Markov processes.- Differential calculus for Gaussian random measures.- Finite dimensional causal functionals of Brownian motion.- Transience, recurrence and invariant measures for diffusions.- Eigenfunction expansion for the nonlinear time dependent Brownian motion.- Point process differentials with evolving intensities.- Transformation properties of stochastic differential equations.- Some Applications of stochastic calculus on the nuclear spaces to the nonlinear problems.- IX - Applications.- Reconstruction and compression of two dimensional fields from sampled data by pseudo-potential functions.- Optimum perturbation signal that makes nonlinear systems approach to linear systems.- Stochastic filtering problems in multiradar tracking.- Population extinction probabilities and methods of estimation for population stochastic Differential Equation Models.- Dynamic ship positioning control systems design including nonlinear thrusters and dynamics.- Joint optimization of transmitter and receiver for cyclostationary random signal processes.- Fundamental properties and performance of nonlinear estimators for bearings-only target tracking.- List of Participants.- Index of Subjects.- Index of Authors.
Series Title: NATO ASI series., Series C,, Mathematical and physical sciences ;, no. 104.
Responsibility: edited by Richard S. Bucy and José M.F. Moura.

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