SESSION: TA6 Stochastic systems - Part II

CHAIRS:
ORGANIZER:
Some properties and applications of fractional Brownian motion
T.E. Duncan, University of Kansas, C.D.Y. Hu, , B. Pasik-Duncan, University of Kansas
Randomized algorithms for the synthesis of adaptive controllers
Marco C. Campi, Università di Brescia
Non-smooth optimization via SPSA with application to ECG analysis
László Gerencsér, Hungarian Academy of Sciences, Gy. Kozmann, Hungarian Academy of Sciences, Zs. Vágó, Hungarian Academy of Sciences
On maximum likelihood state estimation for stochastic parabolic systems with unknown boundary conditions
A. Bagchi, University of Twente, S.-I. Aihara,
Recursive identification of Hidden-Markov processes with compact state-space from quantized observation
László Gerencsér, Hungarian Academy of Sciences, François Le Gland, IRISA/INRIA Rennes, György Michaletzky, Eötvös Lóránd Science University