Download or read book Identification of multiplicative parameters in stochastic bilinear systems written by C. S. Kubrusly and published by . This book was released on 1983 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the State and Parameter Estimation of Stochastic Bilinear Systems written by Ali Shadman-Valavi and published by . This book was released on 1977 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bilinear systems due to their variable structure properties offer more versatility in modelling of nonlinear processes than linear systems. The state estimation problem for a continuous bilinear system with a continuous observation model is studied and the results are extended to the case where the observations are of a discrete nature. It is shown that the optimal filter is of infinite dimension and a suboptimal solution based on the use of the conditional best estimate of the state in the multiplicative term, rather than the actual state, is proposed. The filter dimension is reduced to two and the mean and the variance equations are provided. A recursive maximum likelihood procedure operating on the proposed filter is used for the parameter identification. Both the likelihood functional and the gradient equations are provided. Computation of the gradient is dependent on computing the partial derivatives of the proposed filter equations with respect to the parameters. Simulation of the sample functions of bilinear systems using closed form solutions is discussed and a complete solution for the scalar case is provided. Parametric conditions for obtaining closed form solutions to the vector cases are supplied. A number of numerical examples illustrating the feasibility and performance of the proposed filter and parameter identification schemes are included. Both scalar and multivariable computational examples are considered.

Download or read book Computation and Applied Mathematics written by and published by . This book was released on 1984 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book New Trends in Optimal Filtering and Control for Polynomial and Time Delay Systems written by Michael Basin and published by Springer Science & Business Media. This book was released on 2008-09-23 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].

Download or read book Identification of Discrete time Stochastic Bilinear Systems written by C. S. Kubrusly and published by . This book was released on 1980 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992 with total page 1572 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Control and Dynamic Systems V28 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory in Applications, Volume 28: Advances in Algorithms and Computational Techniques in Dynamic Systems Control, Part 1 of 3 discusses developments in algorithms and computational techniques for control and dynamic systems. This book presents algorithms and numerical techniques used for the analysis and control design of stochastic linear systems with multiplicative and additive noise. It also discusses computational techniques for the matrix pseudoinverse in minimum variance reduced-order filtering and control; decomposition technique in multiobjective discrete-time dynamic problems; computational techniques in robotic systems; reduced complexity algorithm using microprocessors; algorithms for image-based tracking; and modeling of linear and nonlinear systems. This volume will be an important reference source for practitioners in the field who are looking for techniques with significant applied implications.

Download or read book Techniques in Discrete Time Stochastic Control Systems written by and published by Academic Press. This book was released on 1995-10-20 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE GROUP CORRESPONDANCE"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."-CONTROL

Download or read book Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis written by György Terdik and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: The object of the present work is a systematic statistical analysis of bilinear processes in the frequency domain. The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.

Download or read book Automatic Control Theory Applications written by and published by . This book was released on 1978 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Reviews written by and published by . This book was released on 2008 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index to IEEE Publications written by Institute of Electrical and Electronics Engineers and published by . This book was released on 1989 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for 1973- cover the entire IEEE technical literature.

Download or read book A Stability Result for Distributed Parameter Identification in Bilinear Systems written by George C. Hsiao and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Referativny zhurnal written by and published by . This book was released on 1986 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributed Parameter Control Systems written by Spyros G. Tzafestas and published by Elsevier. This book was released on 2013-10-22 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: Distributed Parameter Control Systems: Theory and Application is a two-part book consisting of 10 theoretical and five application-oriented chapters contributed by well-known workers in the distributed-parameter systems. The book covers topics of distributed parameter control systems in the areas of simulation, identification, state estimation, stability, control (optimal, stochastic, and coordinated), numerical approximation methods, optimal sensor, and actuator positioning. Five applications works include chemical reactors, heat exchangers, petroleum reservoirs/aquifers, and nuclear reactors. The text will be a useful reference for both graduate students and professional researchers working in the field.

Download or read book Systems Theory in the Social Sciences written by BOSSEL and published by Birkhäuser. This book was released on 2013-11-11 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an ever more complex and interrelated world, a better understanding of social systems and of the dynamics of their behavior is of crucial im portance. Many of the tools holding promise of potentially significant contributions to the analysis of social systems have been, or are being developed outside of the social sciences proper, mostly the loose collec tion of diverse scientific approaches called' systems science' or , systems theory' . The editors - all of whom are involved in social systems analysis - have made an attempt in this volume to pull together several aspects of systems science which appear to them to be of particular relevance to the study of social systems: Control systems, stochastic systems, pattern recog nition, fuzzy analysis, simulation, and behavioral models. 29 authors from the disciplines of sociology, social psychology, political science, management science, history, behavioral science, economics, mathematics, engineering, and systems science have contributed to this truly interdis ciplinary effort. All of them have made the attempt to write in a manner understandable by the non-specialist. It is hoped that this volume will be of particular usefulness to students in the social sciences. Most of the articles are too short to provide much more than an initial stimulation. We trust that the references provided by the authors will allow deeper penetration into particular areas.

Download or read book Bilinear Stochastic Processes and Time Series written by Zhigiang Tang and published by . This book was released on 1987 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: In engineering, biology, ecology, medicine, economics and social science, some processes are essentially bilinear, and some could be approximated accurately by bilinear processes under certain conditions. In this thesis the bilinear stochastic process and bilinear time series are discussed. Bilinear models essentially are nonlinear; the superposition rule is not valid. A useful property, which characterizes the bilinear feature among the nonlinear ones, is emphasized. The solutions of deterministic bilinear systems and bilinear stochastic processes are given. The direct method uses the Lie algebraic structure. For bilinear stochastic processes, the decomposition to a cascade form is a generalization of the Volterra-series expansion. Because a correction term exists in bilinear stochastic differential equations, the decomposition has two different forms; both of them are convergent. The lth -order stationarity and asymptotic stationarity of bilinear stochastic processes and time series are well defined, and the conditions on parameters for lth -order stationarity are derived. Affine bilinear models in time-series form are shown to be more general than bilinear models, and more readily fit certain data. A special high-order scalar affine bilinear time-series model can be transferred to a first-order, vector, affine, bilinear model, but need higher dimension than the linear ARMA model. For first-order affine bilinear time series two possible methods of parameter estimation are presented. The moment method uses the relationships between the parameters, and the second and third-moments to estimate parameters. The inverse method uses the output data to estimate the input, which is compared with the standard white Gaussian random sequence, and the method chooses the parameters of the model to make certain criterion optimal. For the general non-Gaussian time series an identification procedure using the inverse method is proposed. Some examples of analysis and parameter estimation of bilinear models are provided.