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Stochastic Systems: The Mathematics of Filtering and Identification and Applications - Proceedings of the NATO Advanced Study Institute held at Les Arcs, Savoie, France, June 22 - July 5, 1980 (Paperback, Softcover reprint of the original 1st ed. 1981)
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Stochastic Systems: The Mathematics of Filtering and Identification and Applications - Proceedings of the NATO Advanced Study Institute held at Les Arcs, Savoie, France, June 22 - July 5, 1980 (Paperback, Softcover reprint of the original 1st ed. 1981)
Series: NATO Science Series C, 78
Expected to ship within 10 - 15 working days
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In the last five years or so there has been an important
renaissance in the area of (mathematical) modeling, identification
and (stochastic) control. It was the purpose of the Advanced Study
Institute of which the present volume constitutes the proceedings
to review recent developments in this area with par ticular
emphasis on identification and filtering and to do so in such a
manner that the material is accessible to a wide variety of both
embryo scientists and the various breeds of established researchers
to whom identification, filtering, etc. are important (such as
control engineers, time series analysts, econometricians,
probabilists, mathematical geologists, and various kinds of pure
and applied mathematicians; all of these were represented at the
ASI). For these proceedings we have taken particular care to see to
it that the material presented will be understandable for a quite
diverse audience. To that end we have added a fifth tutorial
section (besides the four presented at the meeting) and have also
included an extensive introduction which explains in detail the
main problem areas and themes of these proceedings and which
outlines how the various contributions fit together to form a
coherent, integrated whole. The prerequisites needed to understand
the material in this volume are modest and most graduate students
in e. g. mathematical systems theory, applied mathematics, econo
metrics or control engineering will qualify."
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