Stochastic Differential Systems

丛 书 名：Lecture Notes in Control and Information Sciences

版本说明：1

I S B N：(纸本) 9783540512998 

出 版 社：Springer Berlin  Heidelberg 

出 版 年：1000年

页      数：IX, 347页

主 题 词：Control, Robotics, Mechatronics Mathematical and Computational Engineering Systems Theory, Control Calculus of Variations and Optimal Control Optimization 

摘      要：The 4th Bad Honnef Conference on;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.