Stability of Stochastic Dynamical Systems (English, R. F. Curtain)
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540060505
ISBN-10
3540060502
Author
R. F. Curtain
About the Book
Stochastic differentials of continuous local quasi-martingales.- An application of itô's formula to stochastic control systems.- Stability and angular behavior of solutions of stochastic differential equations.- Boundedness properties for stochastic systems.- System identification.- Parametrization and identification of linear multivariable systems.- Optimization of sensors' location in a distributed filtering problem.- Some banach-valued process…
ISBN: 9783540060505
ISBN-13: 9783540060505
ISBN-10: 3540060502
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Product ID: isbn-9783540060505
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