Nonlinear Stochastic Problems

Table of Contents

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   Book Overview
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   Chapter 1 Overview of the ASI on Nonlinear Stochastic Problems
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   Chapter 2 Appendix
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   Chapter 3 Estimation of Structured Covariance Matrices a Generalization of the Burg Technique
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   Chapter 4 Classification of Radar Clutter using the Maximum-Entropy Method
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   Chapter 5 A Simple Approach to High-Resolution Spectral Analysis
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   Chapter 6 Estimation of Stochastic Parameters for ARMA Models by Fast Filtering Algorithms
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   Chapter 7 Convergence Study of Two Real-Time Parameter Estimation Schemes for Nonlinear System
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   Chapter 8 Approximation by a Sum of Complex Exponentials Utilizing the Pencil of Function Method
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    Chapter 9 Minimax Estimation of Arma Systems
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    Chapter 10 On the Structure of Minimal Markovian Representations
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    Chapter 11 A Brief Tutorial on Calculus on Manifolds, with Emphasis on Applications to Identification and Control
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    Chapter 12 Role of Multiplicative Non-White Noise in a Nonlinear Surface Catalytic Reaction
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    Chapter 13 Geometric Aspects of the Convergence Analysis of Identification Algorithms
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    Chapter 14 Multivariable Adaptive Regulators Based on Multistep Quadratic Cost Functionals
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    Chapter 15 Overparameterization, Positive Realness and Multistep Minimum Variance Adaptive Regulators
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    Chapter 16 Adaptive Receding Horizon Controllers for Discrete Stochastic Systems
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    Chapter 17 An Explicit Solution to a Problem in Nonlinear Stochastic Control Involving the Wiener Process
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    Chapter 18 On Optimal Control for a Class of Partially-Observed Systems
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    Chapter 19 Optimal Stochastic Control of Linear Systems with State and Control Dependent Noise: Efficient Computational Algorithms
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    Chapter 20 Joint Information and Demodulation
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    Chapter 21 Generalized Finite-Dimensional Filters in Discrete Time
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    Chapter 22 Nonlinear Filtering Equation for Hilbert Space Valued Processes
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    Chapter 23 Optimal Orthogonal Expansion for Estimation I: Signal in White Gaussian Noise
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    Chapter 24 Optimal Orthogonal Expansion for Estimation II: Signal in Counting Observations
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    Chapter 25 Approximations for Nonlinear Filtering
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    Chapter 26 Phase Demodulation: A Nonlinear Filtering Approach
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    Chapter 27 Volterra Series and Finite Dimensional Nonlinear Filtering
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    Chapter 28 Causal Invertibility: An Approach to the Innovations Problem
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    Chapter 29 Spectral Analysis of Non Linear Semi-Markov Processes
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    Chapter 30 Differential Calculus for Gaussian Random Measures
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    Chapter 31 Finite Dimensional Causal Functionals of Brownian Motion
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    Chapter 32 Transience, Recurrence and Invariant Measures for Diffusions
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    Chapter 33 Eigenfunction Expansion for the Nonlinear Time Dependent Brownian Motion
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    Chapter 34 Point Process Differentials with Evolving Intensities
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    Chapter 35 Transformation Properties of Stochastic Differential Equations
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    Chapter 36 Some Applications of Stochastic Calculus on the Nuclear Spaces to the Nonlinear Problems
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    Chapter 37 Reconstruction and Compression of Two Dimensional Fields from Sampled Data by Pseudo-Potential Functions
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    Chapter 38 Optimum Perturbation Signal that Makes Nonlinear Systems Approach to Linear Systems
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    Chapter 39 Stochastic Filtering Problems in Multiradar Tracking
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    Chapter 40 Population Extinction Probabilities and Methods of Estimation for Population Stochastic Differential Equation Models
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    Chapter 41 Dynamic Ship Positioning Control Systems Design Including Nonlinear Thrusters and Dynamics
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    Chapter 42 Joint Optimization of Transmitter and Receiver for Cyclo-Stationary Random Signal Processes
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    Chapter 43 Fundamental Properties and Performance of Nonlinear Estimators for Bearings-Only Target Tracking