Ebook: Stochastic Modelling and Filtering: Proceedings of the IFIP-WG 7/1 Working Conference Rome, Italy, December 10–14, 1984

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Content:
Front Matter....Pages -
Optimization of drugs' action....Pages 1-15
Nonlinear stochastic evolution equations in Hilbert spaces....Pages 16-29
Equivalence and reversibility of point processes....Pages 30-41
Galerkin approximation for optimal linear filtering of infinite dimensional linear systems....Pages 42-63
On conditionally linear filtering, control, and coding....Pages 64-74
Martingale problems for controlled processes....Pages 75-90
Estimation of immune response model parameters based on maximum likelihood method....Pages 91-98
Approximate impulse control of partially observed systems....Pages 99-112
The averaging principle for a class of stochastic algorithms in adaptive filtering....Pages 113-130
Asymptotic study of estimation problems with small observation noise....Pages 131-146
Filtering on manifolds....Pages 147-160
Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint....Pages 161-184
On the innovations problem for a finite additive white noise approach to nonlinear filtering....Pages 185-206
Classification of discretization schemes of diffusions according to an ergodic criterium....Pages 207-218

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Content:
Front Matter....Pages -
Optimization of drugs' action....Pages 1-15
Nonlinear stochastic evolution equations in Hilbert spaces....Pages 16-29
Equivalence and reversibility of point processes....Pages 30-41
Galerkin approximation for optimal linear filtering of infinite dimensional linear systems....Pages 42-63
On conditionally linear filtering, control, and coding....Pages 64-74
Martingale problems for controlled processes....Pages 75-90
Estimation of immune response model parameters based on maximum likelihood method....Pages 91-98
Approximate impulse control of partially observed systems....Pages 99-112
The averaging principle for a class of stochastic algorithms in adaptive filtering....Pages 113-130
Asymptotic study of estimation problems with small observation noise....Pages 131-146
Filtering on manifolds....Pages 147-160
Finite-dimensionality in discrete-time nonlinear filtering from a bayesian statistics viewpoint....Pages 161-184
On the innovations problem for a finite additive white noise approach to nonlinear filtering....Pages 185-206
Classification of discretization schemes of diffusions according to an ergodic criterium....Pages 207-218
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