Research Catalog

Title

Random iterative models / Marie Duflo ; translated by Stephen S. Wilson.

Author

Duflo, Marie

Publication

Berlin ; New York : Springer, c1997.

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Holdings

Details

Description

xv, 385 p. : ill.; 24 cm.

Summary

The recent development of computation and automation has led 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, organizing multi-access 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 lectures on stochastic processes. Engineers having to control complex systems will find here algorithms with good performances and reasonably easy computation.

Series Statement

Applications of mathematics, 0172-4568 ; 34

Uniform Title

• Applications of mathematics 34.
• Méthodes récursives aléatoires. English

Alternative Title

Méthodes récursives aléatoires.

Subject

• Adaptive control systems > Mathematical models
• Iterative methods (Mathematics)
• Stochastic Processes
• Stochastic processes

Bibliography (note)

• Includes bibliographical references (p. [349]-379) and index.

Processing Action (note)

• committed to retain

Contents

pt. I. Sources of Recursive Methods. 1. Traditional Problems. 2. Rate of Convergence. 3. Current Problems -- pt. II. Linear Models. 4. Causality and Excitation. 5. Linear Identification and Tracking -- pt. III. Nonlinear Models. 6. Stability. 7. Nonlinear Identification and Control -- pt. IV. Markov Models. 8. Recurrence. 9. Learning.

ISBN

3540571000 (Berlin : acid-free paper)

LCCN

^^^96045470^

OCLC

35849001

Owning Institutions

Harvard Library