Theory of Optimal Search

Couverture
Elsevier, 20 janv. 1976 - 322 pages
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.

- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
 

Table des matières

Introduction
1
Chapter I Search Model
17
Chapter II Uniformly Optimal Search Plans
35
Chapter III Properties of Optimal Search Plans
84
Chapter IV Search with Discrete Effort
101
Chapter V Optimal Search and Stop
118
Chapter VI Search in the Presence of False Targets
136
Chapter VII Approximation of Optimal Plans
179
Chapter IX Markovian Target Motion
221
Reference Theorems
235
Necessary Conditions for Constrained Optimization of Separable Functionals
237
References
245
Author Index
251
Subject Index
255
Notation Index
259
Droits d'auteur

Chapter VIII Conditionally Deterministic Target Motion
197

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