Titlebook: Stochastic Systems: The Mathematics of Filtering and Identification and Applications; Proceedings of the N Michiel Hazewinkel,Jan C. Willem

遗传学

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Neuralgia

Stochastic Systems: The Mathematics of Filtering and Identification and ApplicationsProceedings of the N

Ointment

978-94-009-8548-3D. Reidel Publishing Company, Dordrecht, Holland 1981

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Stochastic Systems: The Mathematics of Filtering and Identification and Applications978-94-009-8546-9Series ISSN 1389-2185

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A Tutorial Introduction to Differentiable Manifolds and Vector Fields (not that there are ever many at this level of the theory). This material should be sufficient to understand the use made of these concepts in the other contributions in this volume, or, at least, it should help in explaining the terminology employed.

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The LQG-Problem: A Brief Tutorial ExpositionThe purpose of this article is to provide a brief tutorial exposition of the formal setting, the main ideas, and the formulas for the linear quadratic gaussian stochastic optimal control problem (the so-called .).

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