Download or read book Stochastic Systems written by P. R. Kumar and published by SIAM. This book was released on 2015-12-15 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Download or read book Identification and Stochastic Adaptive Control written by Han-fu Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identifying the input-output relationship of a system or discovering the evolutionary law of a signal on the basis of observation data, and applying the constructed mathematical model to predicting, controlling or extracting other useful information constitute a problem that has been drawing a lot of attention from engineering and gaining more and more importance in econo metrics, biology, environmental science and other related areas. Over the last 30-odd years, research on this problem has rapidly developed in various areas under different terms, such as time series analysis, signal processing and system identification. Since the randomness almost always exists in real systems and in observation data, and since the random process is sometimes used to model the uncertainty in systems, it is reasonable to consider the object as a stochastic system. In some applications identification can be carried out off line, but in other cases this is impossible, for example, when the structure or the parameter of the system depends on the sample, or when the system is time-varying. In these cases we have to identify the system on line and to adjust the control in accordance with the model which is supposed to be approaching the true system during the process of identification. This is why there has been an increasing interest in identification and adaptive control for stochastic systems from both theorists and practitioners.
Download or read book Linear Stochastic Systems written by Peter E. Caines and published by SIAM. This book was released on 2018-06-12 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
Download or read book Modeling Estimation and Control of Systems with Uncertainty written by G.B. DiMasi and published by Springer Science & Business Media. This book was released on 2013-03-12 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the papers that have been presented at the Conference on Modeling and Control of Uncertain Systems held in Sopron, Hungary on September 3-7, 1990, organised within the framework of the activities of the System and Decision Sciences Program of IIASA - the International Institute for Applied Systems Analysis. The importance of the subject has drawn the attention of researchers all over the world since several years. In fact, in most actual applications the knowledge about the system under investigation presents aspects of uncertainty due to measurement errors or poor understanding of the rele vant underlying mechanisms. For this reason models that take into account these intrinsic uncertainties have been used and techniques for the analysis of their behavior as well as for their estimation and control have been devel oped. The main ways to deal with uncertainty consist in its description by stochastic processes or in terms of set-valued dynamics and this volume col lects relevant contributions in both directions. However, in order to avoid undesirable distinctions between these approaches, but on the contrary to stress the unity of ideas, we decided to organize the papers according to the alphabetical order of their authors. We should like to take this opportunity to thank IIASA for supporting the Conference and the Hungarian National Member Organization for the kind hospitality in Sopron. Finally we would like to express our gratitude to Ms. Donna Huchthausen for her valuable secretarial assistance. Vienna, February 20, 1991 GIOVANNI B.
Download or read book Adaptive Optimal Control written by Robert R. Bitmead and published by . This book was released on 1990 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring connections between adaptive control theory and practice, this book treats the techniques of linear quadratic optimal control and estimation (Kalman filtering), recursive identification, linear systems theory and robust arguments.
Download or read book Stochastic Theory and Adaptive Control written by T. E. Duncan and published by Springer. This book was released on 1992 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.
Download or read book Recursive Estimation and Time Series Analysis written by Peter C. Young and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on "The Theory and Practice of Systems ModelLing and Identification" held between the 17th and 28th July, 1972 at the Ecole Nationale Superieure de L'Aeronautique et de L'Espace. Since this time I have given similar lecture courses in the Control Division of the Engineering Department, University of Cambridge; Department of Mechanical Engineering, University of Western Australia; the University of Ghent, Belgium (during the time I held the IBM Visiting Chair in Simulation for the month of January, 1980), the Australian National University, and the Agricultural University, Wageningen, the Netherlands. As a result, I am grateful to all the reci pients of these lecture courses for their help in refining the book to its present form; it is still far from perfect but I hope that it will help the student to become acquainted with the interesting and practically useful concept of recursive estimation. Furthermore, I hope it will stimulate the reader to further study the theoretical aspects of the subject, which are not dealt with in detail in the present text. The book is primarily intended to provide an introductory set of lecture notes on the subject of recursive estimation to undergraduate/Masters students. However, the book can also be considered as a "theoretical background" handbook for use with the CAPTAIN Computer Package.
Download or read book Mathematical Theory of Adaptive Control written by Vladimir Grigor?evich Sragovich and published by World Scientific. This book was released on 2006 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of adaptive control is concerned with construction of strategies so that the controlled system behaves in a desirable way, without assuming the complete knowledge of the system. The models considered in this comprehensive book are of Markovian type. Both partial observation and partial information cases are analyzed. While the book focuses on discrete time models, continuous time ones are considered in the final chapter. The book provides a novel perspective by summarizing results on adaptive control obtained in the Soviet Union, which are not well known in the West. Comments on the interplay between the Russian and Western methods are also included.
Download or read book Probability Theory and Its Applications in China written by Shijian Yan and published by American Mathematical Soc.. This book was released on 1991 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Download or read book Adaptive Control Systems written by Chalam and published by Routledge. This book was released on 2017-10-19 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: impossible to access. It has been widely scattered in papers, reports, and proceedings ofsymposia, with different authors employing different symbols and terms. But now thereis a book that covers all aspects of this dynamic topic in a systematic manner.Featuring consistent terminology and compatible notation, and emphasizing unifiedstrategies, Adaptive Control Systems provides a comprehensive, integrated accountof basic concepts, analytical tools, algorithms, and a wide variety of application trendsand techniques.Adaptive Control Systems deals not only with the two principal approachesmodelreference adaptive control and self-tuning regulators-but also considers otheradaptive strategies involving variable structure systems, reduced order schemes, predictivecontrol, fuzzy logic, and more. In addition, it highlights a large number of practical applicationsin a range of fields from electrical to biomedical and aerospace engineering ...and includes coverage of industrial robots.The book identifies current trends in the development of adaptive control systems ...delineates areas for further research . : . and provides an invaluable bibliography of over1,200 references to the literature.The first authoritative reference in this important area of work, Adaptive ControlSystems is an essential information source for electrical and electronics, R&D,chemical, mechanical, aerospace, biomedical, metallurgical, marine, transportation, andpower plant engineers. It is also useful as a text in professional society seminars and inhousetraining programs for personnel involved with the control of complex systems, andfor graduate students engaged in the study of adaptive control systems.
Download or read book Adaptive Systems in Control and Signal Processing 1986 written by K.J. Aström and published by Elsevier. This book was released on 2016-07-21 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second IFAC workshop discusses the variety and applications of adaptive systems in control and signal processing. The various approaches to adaptive control systems are covered and their stability and adaptability analyzed. The volume also includes papers taken from two poster sessions to give a concise and comprehensive overview/treatment of this increasingly important field.
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2006 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Linear Control Systems written by V.N. Fomin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: One service mathematics has rendered the 'Bt mm ... - si j'avait su comment en revenir, human race. It has put common sense back je n'y serais point alIe.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. Eric T. Bell able to do something with it. O. Heavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Download or read book Stochastic Systems The Mathematics of Filtering and Identification and Applications written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 655 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last five years or so there has been an important renaissance in the area of (mathematical) modeling, identification and (stochastic) control. It was the purpose of the Advanced Study Institute of which the present volume constitutes the proceedings to review recent developments in this area with par ticular emphasis on identification and filtering and to do so in such a manner that the material is accessible to a wide variety of both embryo scientists and the various breeds of established researchers to whom identification, filtering, etc. are important (such as control engineers, time series analysts, econometricians, probabilists, mathematical geologists, and various kinds of pure and applied mathematicians; all of these were represented at the ASI). For these proceedings we have taken particular care to see to it that the material presented will be understandable for a quite diverse audience. To that end we have added a fifth tutorial section (besides the four presented at the meeting) and have also included an extensive introduction which explains in detail the main problem areas and themes of these proceedings and which outlines how the various contributions fit together to form a coherent, integrated whole. The prerequisites needed to understand the material in this volume are modest and most graduate students in e. g. mathematical systems theory, applied mathematics, econo metrics or control engineering will qualify.
Download or read book Hydrological Modelling in Arid and Semi Arid Areas written by Howard Wheater and published by Cambridge University Press. This book was released on 2007-11-22 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arid and semi-arid regions are defined as areas where water is at its most scarce. The hydrological regime in these areas is extreme and highly variable, and they face great pressures to deliver and manage freshwater resources. However, there is no guidance on the decision support tools that are needed to underpin flood and water resource management in arid areas. UNESCO initiated the Global network for Water and Development Information for arid lands (GWADI), and arranged a workshop of the world's leading experts to discuss these issues. This book presents chapters from contributors to the workshop, and includes case studies from the world's major arid regions to demonstrate model applications, and web links to tutorials and state-of-the-art modelling software. This volume is a valuable reference for researchers and engineers working on the water resources of arid and semi-arid regions.
Download or read book Identification and System Parameter Estimation 1982 written by G. A. Bekey and published by Elsevier. This book was released on 2016-06-06 with total page 869 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identification and System Parameter Estimation 1982 covers the proceedings of the Sixth International Federation of Automatic Control (IFAC) Symposium. The book also serves as a tribute to Dr. Naum S. Rajbman. The text covers issues concerning identification and estimation, such as increasing interrelationships between identification/estimation and other aspects of system theory, including control theory, signal processing, experimental design, numerical mathematics, pattern recognition, and information theory. The book also provides coverage regarding the application and problems faced by several engineering and scientific fields that use identification and estimation, such as biological systems, traffic control, geophysics, aeronautics, robotics, economics, and power systems. Researchers from all scientific fields will find this book a great reference material, since it presents topics that concern various disciplines.
Download or read book Adaptive Control Filtering and Signal Processing written by K.J. Aström and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active areas of the past decade. Since adaptive controllers are fundamentally nonlinear controllers which are applied to nominally linear, possibly stochastic and time-varying systems, their theoretical analysis is usually very difficult. Nevertheless, over the past decade much fundamental progress has been made on some key questions concerning their stability, convergence, performance, and robustness. Moreover, adaptive controllers have been successfully employed in numerous practical applications, and have even entered the marketplace.
