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|a Duflo, Marie.
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|a Random Iterative Models /
|c by Marie Duflo.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 1997.
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|a 1 online resource (xv, 387 pages)
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|a Stochastic Modelling and Applied Probability,
|x 0172-4568 ;
|v 34
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|a The recent development of computation and automation has lead to quick advances in the theory and practice of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, orgainizing multiaccess broadcast channels, self-learning of neural networks ...). This book provides a wide-angle view of those methods: stochastic approximation, linear and non-linear models, controlled Markov chains, estimation and adaptive control, learning ... Mathematicians familiar with the basics of Probability and Statistics will find here a self-contained account of many approaches to those theories, some of them classical, some of them leading up to current and future research. Each chapter can form the core material for a course of lectures. Engineers having to control complex systems can discover new algorithms with good performances and reasonably easy computation.
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|a I. Sources of Recursive Methods -- 1. Traditional Problems -- 2. Rate of Convergence -- 3. Current Problems -- II. Linear Models -- 4. Causality and Excitation -- 5. Linear Identification and Tracking -- III. Nonlinear Models -- 6. Stability -- 7. Nonlinear Identification and Control -- IV. Markov Models -- 8. Recurrence -- 9. Learning.
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|a English.
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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650 |
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|a Mathematics.
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|a Algorithms.
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|a Distribution (Probability theory)
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|a Computer algorithms.
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|a Mathématiques.
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|a Algorithmes.
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|a Distribution (Théorie des probabilités)
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|a mathematics.
|2 aat
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|a applied mathematics.
|2 aat
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|a algorithms.
|2 aat
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|a distribution (statistics-related concept)
|2 aat
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|a Computer algorithms
|2 fast
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7 |
|a Algorithms
|2 fast
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650 |
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7 |
|a Distribution (Probability theory)
|2 fast
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|a Mathematics
|2 fast
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|i has work:
|a Random iterative models (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCH7KXxmDKCP4cBFG464VP3
|4 https://id.oclc.org/worldcat/ontology/hasWork
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|i Print version:
|z 9783642081750
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|a Stochastic modelling and applied probability ;
|v 34.
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