Estimation and Control Problems for Stochastic Partial Differential Equations

  • Pavel S. Knopov
  • Olena N. Deriyeva

Part of the Springer Optimization and Its Applications book series (SOIA, volume 83)

Table of contents

  1. Front Matter
    Pages i-x
  2. Pavel S. Knopov, Olena N. Deriyeva
    Pages 1-35
  3. Pavel S. Knopov, Olena N. Deriyeva
    Pages 37-92
  4. Pavel S. Knopov, Olena N. Deriyeva
    Pages 93-134
  5. Pavel S. Knopov, Olena N. Deriyeva
    Pages 135-153
  6. Pavel S. Knopov, Olena N. Deriyeva
    Pages 155-175
  7. Back Matter
    Pages 177-183

About this book


Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics.

The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields.


Stochastic evolution differential equations random fields stochastic partial differential equations systems of control stochastic partial differential equations two-parameter noise

Authors and affiliations

  • Pavel S. Knopov
    • 1
  • Olena N. Deriyeva
    • 2
  1. 1.National Academy of Sciences of Ukraine VM Glushkov Institute of CyberneticsKievUkraine
  2. 2.Dept. of Math. Methods of Operation ReseNational Acadamy of Sciences of Ukraine V.M. Glushkov Institute of CyberneticsKievUkraine

Bibliographic information