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| Авторизация |
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| Поиск по указателям |
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| Aslrom K.J. — Introduction to Stochastic Control Theory |
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| Предметный указатель |
Stochastic calculus, difference equation 46
Stochastic calculus, difference equations solutions 47
Stochastic calculus, differential equation 51 54 151
Stochastic calculus, differential equation as a model for a physical process 55
Stochastic calculus, integrals 57
Stochastic calculus, optimal control 159
Stochastic calculus, processes 13 35 91
Stochastic calculus, state models 92
Stratonovich integral 60 62
Stratonovich, R.L. 88 90 255
Strejc, V. 157
Striebel, C. 293
Suboptimal strategies 160 182
Sufficient statistic 229
T (index set) 13
Theil, H. 12 263 293
Time-series analysis 193
Toma, M. 157
Tou, J.T. 12 293
Trajectory 14
Transfer function 180
Transition probability distribution 18
Tung, F. 293
Two step predictor 165 166
Uncertainty of the initial state 290
| Uncorrelate increments 18
Variance parameter 20
vertical alignment 154
Vidiniev, P. 157
Wax, N. 12 87
Weakly stationary processes 17 98
Wensmark, S. 209
Wet basis weight 198
White noise 29 30 92
Whittle, P. 209 252
Wiener process 19
Wiener — Hopf equation 7 217
Wiener — Kolmogorov theory 7
Wiener, N. 12 88 112 252
Wilenkin, N.J. 88
Wold, H. 12 87 113 252
Wong, E. 90
Wonham, W.M. 293 294
Yaglom, A.M. 43 89 253
Youla, D.C. 113
Yule, G.U. 12 86 87
Zachrisson, L.E. 254
Zadeh, L.A. 253
Zakai, M. 90
“most probable” prediction 216
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