Identification, Estimation, and Control of Uncertain Dynamic Systems: A Nonparametric Approach

DOI10.1080/03610920701270923zbMath1128.62037OpenAlexW2144873017WikidataQ60523765 ScholiaQ60523765MaRDI QIDQ5438314

Nadine Hilgert, Vivien Rossi, Jean-Pierre Vila, Vérène Wagner

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701270923

zbMATH Keywords

fault detectionnonlinear filteringpredictive controlnonparametric identificationdiscrete-time stochastic systemsMarkov controlled processes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Nonparametric inference (62G99)

Related Items

Nonparametric multi-step prediction in nonlinear state space dynamic systems, Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach

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