Contributions

  • Cambridge University Press - Contributor

Publication

1992 - Cambridge University Press, Cambridge, England

Language

English

Word Count

91,000 words, Guess

Page Count

364 pages

Physical Format

[electronic resource]. /

Identifiers

and 1 more

Alternate Titles

  • Cambridge books online.

Description

The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.

Subjects

Other Editions

  • Stochastic Control of Partially Observable Systems[electronic resource]. /Cambridge University Press1992

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