Harold J. Kushner
Encyclopedia
Harold J. Kushner is an American
applied mathematician and a Professor Emeritus of Applied Mathematics at Brown University
. He is known for his work on the theory of stochastic stability (based on the concept of supermartingales as Lyapunov functions), the theory of non-linear filtering (based on the Kushner equation
), and for the development of numerical methods for stochastic control problems (so-called Markov chain approximation method).
Harold Kushner received his Ph.D.
in Electrical Engineering
from the University of Wisconsin in 1958.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
applied mathematician and a Professor Emeritus of Applied Mathematics at Brown University
Brown University
Brown University is a private, Ivy League university located in Providence, Rhode Island, United States. Founded in 1764 prior to American independence from the British Empire as the College in the English Colony of Rhode Island and Providence Plantations early in the reign of King George III ,...
. He is known for his work on the theory of stochastic stability (based on the concept of supermartingales as Lyapunov functions), the theory of non-linear filtering (based on the Kushner equation
Kushner equation
In filtering theory the Kushner equation is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurements of the state. It therefore provides the solution of the nonlinear filtering problem in estimation theory...
), and for the development of numerical methods for stochastic control problems (so-called Markov chain approximation method).
Harold Kushner received his Ph.D.
Ph.D.
A Ph.D. is a Doctor of Philosophy, an academic degree.Ph.D. may also refer to:* Ph.D. , a 1980s British group*Piled Higher and Deeper, a web comic strip*PhD: Phantasy Degree, a Korean comic series* PhD Docbook renderer, an XML renderer...
in Electrical Engineering
Electrical engineering
Electrical engineering is a field of engineering that generally deals with the study and application of electricity, electronics and electromagnetism. The field first became an identifiable occupation in the late nineteenth century after commercialization of the electric telegraph and electrical...
from the University of Wisconsin in 1958.
Awards and honors
- In 1992 the IEEE Control Systems AwardIEEE Control Systems AwardThe IEEE Control Systems Award is a technical field award given to an individual by the Institute of Electrical and Electronics Engineers "for outstanding contributions to control systems engineering, science or technology"...
- In 1994 the Louis E. Levy Medal from The Franklin Institute
- In 2004 the Richard E. Bellman Control Heritage AwardRichard E. Bellman Control Heritage AwardThe Richard E. Bellman Control Heritage Award is an annual award given by the American Automatic Control Council for achievements in control theory, named after the applied mathematician Richard E. Bellman...
from the American Automatic Control CouncilAmerican Automatic Control CouncilThe American Automatic Control Council is an organization founded in 1956 for research in control theory. It is an association of the control systems divisions of eight member societies and a member of the International Federation of Automatic Control....
, for "fundamental contributions to stochastic systems theory and engineering applications, and for inspiring generations of researchers in the field"