UID:
edocfu_9958087852702883
Umfang:
1 online resource (317 p.)
ISBN:
1-282-70287-4
,
9786612702877
,
0-08-095579-7
Serie:
Mathematics in science and engineering ; volume 70
Inhalt:
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank
Anmerkung:
Description based upon print version of record.
,
Front Cover; Introduction to Stochastic Control Theory; Copyright Page; TABLE OF CONTENTS; Preface; Acknowledgments; CHAPTER 1 STOCHASTIC CONTROL; 1. Introduction; 2. Theory of Feedback Control; 3. How to Characterize Disturbances; 4. Stochastic Control Theory; 5. Outline of the Contents of the Book; 6. Bibliography and Comments; CHAPTER 2 STOCHASTIC PROCESSES; 1. Introduction; 2. The Concept of a Stochastic Process; 3. Some Special Stochastic Processes; 4. The Covariance Function; 5. The Concept of Spectral Density; 6. Analysis of Stochastic Processes; 7. Bibliography and Comments
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CHAPTER 3 STOCHASTIC STATE MODELS1. Introduction; 2. Discrete Time Systems; 3. Solution of Stochastic Difference Equations; 4. Continuous Time Systems; 5. Stochastic Integrals; 6. Linear Stochastic Differential Equations; 7. Nonlinear Stochastic Differential Equations; 8. Stochastic Calculus-The Ito Differentiation Rule; 9. Modeling of Physical Processes by Stochastic Differential Equations; 10. Sampling a Stochastic Differential Equation; 11. Bibliography and Comments; CHAPTER 4 ANALYSIS OF DYNAMICAL SYSTEMS WHOSE INPUTS ARE STOCHASTIC PROCESSES; 1. Introduction; 2. Discrete Time Systems
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3. Spectral Factorization of Discrete Time Processes4. Analysis of Continuous Time Systems Whose Input Signals Are Stochastic Processes; 5. Spectral Factorization of Continuous Time Processes; 6. Bibliography and Comments; CHAPTER 5 PARAMETRIC OPTIMIZATION; 1. Introduction; 2. Evaluation of Loss Functions for Discrete Time Systems; 3. Evaluation of Loss Functions for Continuous Time Systems; 4. Reconstruction of State Variables for Discrete Time Systems; 5. Reconstruction of State Variables for Continuous Time Systems; 6. Bibliography and Comments
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CHAPTER 6 MINIMAL VARIANCE CONTROL STRATEGIES1. Introduction; 2. A Simple Example; 3. Optimal Prediction of Discrete Time Stationary Processes; 4. Minimal Variance Control Strategies; 5. Sensitivity of the Optimal System; 6. An Industrial Application; 7. Bibliography and Comments; CHAPTER 7 PREDICTION AND FILTERING THEORY; 1. Introduction; 2. Formulation of Prediction and Estimation Problems; 3. Preliminaries; 4. State Estimation for Discrete Time Systems; 5. Duality; 6. State Estimation for Continuous Time Processes; 7. Bibliography and Comments; CHAPTER 8 LINEAR STOCHASTIC CONTROL THEORY
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1. Introduction2. Formulation; 3. Preliminaries; 4. Complete State Information; 5. Incomplete State Information 1; 6. Incomplete State Information 2; 7. Continuous Time Problems; 8. Bibliography and Comments; Index; Mathematics in Science and Engineering
,
English
Weitere Ausg.:
ISBN 0-12-065650-7
Sprache:
Englisch
