Kumar P.R., Varaiya P. — Stochastic Systems: Estimation, Identification, and Adaptive Control :: Электронная библиотека попечительского совета мехмата МГУ

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Kumar P.R., Varaiya P. — Stochastic Systems: Estimation, Identification, and Adaptive Control

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Название: Stochastic Systems: Estimation, Identification, and Adaptive Control

Авторы: Kumar P.R., Varaiya P.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1986

Количество страниц: 358

Добавлена в каталог: 08.12.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Adaptive control      232
Adaptive filter      228
Adaptive tracking      325
Aggressive control      91
AML      218
Anderson      33 69 142
Aperiodic matrix      46
ARMAX model      61
Astrom      69 229 340
Asymptotic bias      174
Autoregressive      61
Average cost      144
Average cost as limit      163
Average cost problem      156
Bandit problem      236
Bar-Shalom      91
Basic random variables      11
Bather      166
Bayes estimator      171
Bayesian identification problem      191
Becker      284 340
Bellman      22 91
Bertsekas      91 165 257
Biased MLE      275
Bierman      142
Blackwell      4 165 187
Borkar      284
box      69
Bremaud      59
Bryson      22
Buyukkoc      257
Caines      229 340
Certainty equivalence      110
Certainty equivalence, control      268 287
Certainty equivalence, enforced      232
Chow      69 91
Chung      22
Clark      229
Closed loop      12
Closed loop, identification      214 270
Compact parameter set      284
Comparison principle      74
Complete observation      10
Conditional distribution      16
Consistent estimate      174
Contraction mapping      146 147
Control process      13
Controllability      32
Cost-to-go      74
Covariance      15
Cramer      187
Cramer — Rao inequality      173
Davis      91
Denardo      165
Derman      165
Deterministic model      7
Dewilde      142
Direct adaptive control      315 327
Discounted cost      144
Discounted cost problem      151
Doob      22 59 69 284
Doshi      284
Dreyfus      22 91
Dual aspect of control      88 236 239 259
Dubins      165
Dym      142
Dynamic programming equations      75
Dynkin      165
Efficient estimate      173
ELS      218
Ergodic chain      37
Erlang loss formula      55
Estimate      171
Estimator      171
Extended least squares      218
Facorization methods      111
Factorization criterion      175
Farmer example      8
Federgruen      166
Feedback law      12
Fel'dbaum      91
Feller      59
FIR      64
Fisher information matrix      173
Fixed point      146
Fixed Point Iteration      149
Forced choice scheme      275 284
Forgetting factor      191
Frequency domain model      65
Frequent limit point      278
Game theory      4
Gasoline example      8
Gauss — Markov process      31
Gertz      187
Gevers      187
Girshick      187
Gittins      257
Gittins index      244 252
Glazebrook      257
Glover      187
Goodwin      142 187 340
Gram — Schmidt      113
Gross      59
Gupta      4
Gustavsson      229
Hajek      165
Hannan      69 187
Harris      59
Harvey      4
Haykin      69
Ho      22
Honig      69
Hordijk      165 166
Howard      58 165
Identifiability      185 270
Identification of Markov chains      260
Immediate cost      71
Implicit adaptive control      317
Impulse response model      64
Indecomposable matrix      45
Index rule      244
information      84
Information matrix      199
Information state      80
Information state as condition pd      82
Information state for Markov chain      83
Innovations process      136 184
Innovations process representation      32
Innovations process, backward      139
Innovations process, forward      139
Instrumental variables      216
Internal stability      122
Invariant pd      45
Invariant set      152 165
Irreducible matrix      45
Itakura      142
IVE      216
Jacobs      91
Jenkins      69
Jensen's inequality      165
Kailath      142
Kallenberg      165
Kallianpur      91
Kalman      100
Kalman filter      97 103
Karandikar      91
Kelly      59 258
Kemeny      59
Kendall      187
Kendrick      91

Kiefer      339
Kleinrock      59
Knapp      59
Kolmogorov equation      51
Kronecker's lemma      201
Kumar      142 165 258 284 340
Kung      142
Kushner      59 165 229
Lai      257
Landau      340
Lattice filter      141
Lattice filter, adaptive      228
Least squares estimate      190
Levinson      142
Levinson algorithm      133 228
Likelihood function      175
Likelihood function for Markov chains      262
Lin      165 284 341
Lindquist      142
Linear Gaussian problem      108
Linear non-Guassian system      27
Linear program      155 163 165
Linear stochastic system      23
Linear stochastic system, asymptotic properties      28
Lippman      165
Ljung      228 339
Loeve      22
Log-likelihood function      175
LQG      108 158
LSE      190
LSE consistency      198
LSE efficiency      199
LSE for ARMAX models      200
LSE for ARX models      195
LSE strong consistency      204
Luce      4
Lyapunov equation      29 293
Lyapunov method      340
M/M/1 queue      54
Machine example      35
Mandl      165 284
Markov chain      21
Markov chain, controlled      21
Markov policy      38 73
Markov property      21
Martingale convergence      201 232
Martingale convergence, difference      161
Martingale convergence, stability      161
Matrix inversion lemma      190
Maximum entropy method      143
Maximum likelihood estimate      175 193
Mehra      187
Meier      91
Memoryless chain      52
Messerschmitt      69
Metivier      229
Miller      166
Minimum phase      68 122 298
Minimum variance control      120 306
Minimum variance estimate      173
MLE      175 193 206
MLE for Markov chains      261
MLE, consistency      263
Model following adaptive control      336
Monotone operator      154
Monro      339
Moore      33 69 142
MORF      142
Morgenstern      4
Moving Average      61
Near supermartingale      296
Near supermartingale, convergence      296
Neveu      340
Nonlinear filtering      91
Observability      32 98
Observation probability      21
Observation process      11
ODE method      224
Off-line identification      206
Off-line information      176
On-line information      176
One-period cost      71
Open loop      12
Optimal policy      72
Optimal value function      77
Ornstein      165
Output prediction      182
Papoulis      142
Parametrization      170 176
Partial correlation coefficient      142
Partial observation      10
Patchell      91
Payne      187
pd      15
PEE      192 206
Persistent excitation      199 204 215
Peterka      142
PLR      218
PLRE      218
Poisson process      52
Policy improvement      153
Policy iteration      153 162
Positive real      219 323
Posterior density      171
Praly      340
Pre-whitening filter      184
Prediction error      218
Prediction error, estimate      192
Prior density      171
Priouret      229
Production example      62
Projection facility      222
Pseudolinear regression      217
Queuing problem      53 165 240
RaifTa      4
Rainfall example      61
Ramadge      340
Randomized control      152
Rao      187
Rate matrix      50
Reachability      29
Recurrence      166
Recursive least squares      191
Recursive maximum likelihood      222
Recursive prediction error method      219
Reflection coefficient      142
Regulator problem      325
Reservoir example      1
Residual      197 218
Revuz      59
Riccati equation      100
RLS      191
RML      222
Robbins      257 258 284 339
Rohtagi      187
Rosberg      59
Ross      165 166 257
Rothschild      258
RPEM      219
Saito      142
Saluja      340
Sample correlation      199 318
Sanchez      4
Satisfice      4
Savage      4 165
Schal      166
Scheduling problem      240
Schwartz      229
Seidman      341
Self-optimizing      234

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