Effective state estimation of stochastic systems

Kybernetes

Volumn 32, Issue 5-6, 2003, Pages 666-678

  Nechval, Nicholas A ^a   Nechval, Konstantin N ^a   Vasermanis, Edgars K ^a  

^a UNIVERSITY OF LATVIA   (Latvia)

Author keywords

Cybernetics; Stochastic modelling

Indexed keywords

COSTS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; RISK ASSESSMENT; STATISTICAL MECHANICS;

BAYESIAN APPROACH;

STOCHASTIC CONTROL SYSTEMS;

EID: 0038714532     PISSN: 0368492X     EISSN: None     Source Type: Journal    
DOI: 10.1108/03684920210443761     Document Type: Conference Paper

References (5)

1. Aoki, M. (1967), Optimization of Stochastic Systems - Topics in Discrete-Time Systems, Academic Press, New York.
2. Bertsekas, D.P. (1976), Dynamic Programming and Stochastic Control, Academic Press, New York.
3. Nechval, N.A. (1982), Modern Statistical Methods of Operations Research, RCAEI, Riga.
4. Nechval, N.A. (1984), Theory and Methods of Adaptive Control of Stochastic Processes, RCAEI, Riga.
5. Sage, A.P. and White, C.C. (1977), Optimum Systems Control, Prentice-Hall, New Jersey.