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1.

図書

図書
Michael J. Grimble and Michael A. Johnson
出版情報: Chichester [West Sussex] ; New York : Wiley, c1988  2 v. ; 24 cm
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A Time Domain Analysis of Filtering and Smoothing Problems / Volume II:
Frequency Domain Analysis of Filtering and Smoothing Problems
Time Domain Analysis of the Optimal Stochastic Linear Control Problem
Extensions and Assessment of Time Domain Linear Quadratic Gaussian Controllers
Frequency Domain Analysis of Linear Stochastic Optimal Control Problems: A Polynomial Matrix Approach
Optimal Self-tuning Control Systems
Stochastic Industrial Control Systems
A Time Domain Analysis of Filtering and Smoothing Problems / Volume II:
Frequency Domain Analysis of Filtering and Smoothing Problems
Time Domain Analysis of the Optimal Stochastic Linear Control Problem
2.

図書

図書
James A. Reneke, Robert E. Fennell, Roland B. Minton
出版情報: New York : Marcel Dekker, c1987  viii, 217 p. ; 24 cm
シリーズ名: Monographs and textbooks in pure and applied mathematics ; 107
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3.

図書

図書
Frank L. Lewis
出版情報: New York : Wiley, c1986  xi, 376 p. ; 24 cm
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Classical Estimation Theory
Discrete-Time Kalman Filter
Continuous-Time Kalman Filter
Dalman Filter Design and Implementation
Optimal Stochastic Control
Estimation for Nonlinear Systems
Stochastic Control for State Variable
Stochastic Control for Polynomial Systems
Appendixes
Index
Classical Estimation Theory
Discrete-Time Kalman Filter
Continuous-Time Kalman Filter
4.

図書

図書
Masanao Aoki
出版情報: Boston ; Tokyo : Academic Press, c1989  x, 417 p. ; 24 cm
シリーズ名: Economic theory, econometrics, and mathematical economics
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Deterministic Models and Their Control Problems
Stochastic Models
Stochastic Control Problems
Time Series and Econometric Models: Examples
Estimation
Convergence Questions
Adaptive Control Systems and Bayesian Optimal Control Problems
Linear Rational Expectations Models
Approximations in Sequential Decision Processes
References
Appendix: Markov Processes
Deterministic Models and Their Control Problems
Stochastic Models
Stochastic Control Problems
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