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Nonlinear Stochastic Problems

  • Book
  • © 1983

Overview

Editors:
  1. Richard S. Bucy

    1. Department of Aerospace Engineering, University of Southern California, Los Angeles, USA

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    You can also search for this editor in PubMed   Google Scholar

  2. José M. F. Moura

    1. Department of Electrical Engineering, Instituto Superior Técnico, Lisbon, Portugal

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Nato Science Series C: (ASIC, volume 104)

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Table of contents (43 chapters)

  3. Nonlinear Filtering

    1. Front Matter

      Pages 255-255
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    2. Joint Information and Demodulation

      • Richard S. Bucy
      Pages 257-265

    3. Generalized Finite-Dimensional Filters in Discrete Time

      • G. B. Di Masi, W. J. Runggaldier, B. Barozzi
      Pages 267-277

    4. Nonlinear Filtering Equation for Hilbert Space Valued Processes

      • H. Korezlioglu
      Pages 279-289

    5. Optimal Orthogonal Expansion for Estimation I: Signal in White Gaussian Noise

      • James Ting-Ho Lo, Ng Sze-Kui
      Pages 291-309

    6. Optimal Orthogonal Expansion for Estimation II: Signal in Counting Observations

      • James Ting-Ho Lo, Ng Sze-Kui
      Pages 311-338

    7. Approximations for Nonlinear Filtering

      • Sanjoy K. Mitter
      Pages 339-345

    8. Phase Demodulation: A Nonlinear Filtering Approach

      • José M. F. Moura
      Pages 347-386

    9. Volterra Series and Finite Dimensional Nonlinear Filtering

      • Markku T. Nihtilä
      Pages 387-396

  4. Stochastic Processes

    1. Front Matter

      Pages 397-397
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    2. Causal Invertibility: An Approach to the Innovations Problem

      • Deborah F. Allinger
      Pages 399-406

    3. Spectral Analysis of Non Linear Semi-Markov Processes

      • Rodolfo De Dominicis
      Pages 407-415

    4. Differential Calculus for Gaussian Random Measures

      • Ognian Enchev
      Pages 417-424

    5. Finite Dimensional Causal Functionals of Brownian Motion

      • Omar Hijab
      Pages 425-435
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Keywords

About this book

This volume corresponds to the invited lectures and advanced research papers presented at the NATD Advanced Study Institute on Nonlinear Stochastic Problems with emphasis on Identification, Signal Processing, Control and Nonlinear Filtering held in Algarve (Portugal), on May 1982. The book is a blend of theoretical issues, algorithmic implementation aspects, and application examples. In many areas of science and engineering, there are problems which are intrinsically nonlinear 3nd stochastic in nature. Clear examples arise in identification and mOdeling, signal processing, nonlinear filtering, stochastic and adaptive conLrol. The meeting was organized because it was felt that there is a need for discussion of the methods and philosophy underlying these different areas, and in order to communicate those approaches that have proven to be effective. As the computational technology progresses, more general approaches to a number of problems which have been treated previously by linearization and perturbation methods become feasible and rewarding.

Editors and Affiliations

  • Department of Aerospace Engineering, University of Southern California, Los Angeles, USA

    Richard S. Bucy

  • Department of Electrical Engineering, Instituto Superior Técnico, Lisbon, Portugal

    José M. F. Moura

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