Stochastic Systems

Stochastic Systems

Author: P. R. Kumar

Publisher: SIAM

Published: 2015-12-15

Total Pages: 371

ISBN-13: 1611974267

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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.?


Book Synopsis Stochastic Systems by : P. R. Kumar

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.?

Identification and Stochastic Adaptive Control

Identification and Stochastic Adaptive Control

Author: Han-fu Chen

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 436

ISBN-13: 1461204291

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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.


Book Synopsis Identification and Stochastic Adaptive Control by : Han-fu Chen

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.

Identification and Stochastic Adaptive Control

Identification and Stochastic Adaptive Control

Author: Hanfu Chen

Publisher:

Published: 1991-01-01

Total Pages: 435

ISBN-13: 9783764335977

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Book Synopsis Identification and Stochastic Adaptive Control by : Hanfu Chen

Download or read book Identification and Stochastic Adaptive Control written by Hanfu Chen and published by . This book was released on 1991-01-01 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Systems: Estimation Identification and Adaptive Control

Stochastic Systems: Estimation Identification and Adaptive Control

Author: Kumar P R

Publisher:

Published: 1986

Total Pages: 0

ISBN-13:

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Book Synopsis Stochastic Systems: Estimation Identification and Adaptive Control by : Kumar P R

Download or read book Stochastic Systems: Estimation Identification and Adaptive Control written by Kumar P R and published by . This book was released on 1986 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control

Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control

Author: L. Gerencser

Publisher: Springer

Published: 1991-07-25

Total Pages: 405

ISBN-13: 9783540541332

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This book contains a collection of survey papers in the areas of modelling, estimation and adaptive control of stochastic systems describing recent efforts to develop a systematic and elegant theory of identification and adaptive control. It is meant to provide a fast introduction to some of the recent achievements. The book is intended for graduate students and researchers interested in statistical problems of control in general. Students in robotics and communication will also find it valuable. Readers are expected to be familiar with the fundamentals of probability theory and stochastic processes.


Book Synopsis Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control by : L. Gerencser

Download or read book Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control written by L. Gerencser and published by Springer. This book was released on 1991-07-25 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a collection of survey papers in the areas of modelling, estimation and adaptive control of stochastic systems describing recent efforts to develop a systematic and elegant theory of identification and adaptive control. It is meant to provide a fast introduction to some of the recent achievements. The book is intended for graduate students and researchers interested in statistical problems of control in general. Students in robotics and communication will also find it valuable. Readers are expected to be familiar with the fundamentals of probability theory and stochastic processes.

Stochastic Adaptive Control Results and Simulations

Stochastic Adaptive Control Results and Simulations

Author: Alexis Aloneftis

Publisher: Springer

Published: 2014-03-12

Total Pages: 125

ISBN-13: 9783662177983

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The theme of this monograph is the adaptive control of systems in a stochastic environment and, more precisely, the study of the tracking problem for ARMAX SISO stochastic systems with time invariant and time varying parameters. Results of simultaneous tracking and parameter identification are included. The author has aimed to (1) provide a reasonably self-contained and up-to-date exposition of the tracking problem after having properly placed it amongst numerous ideas, approaches, and subproblems related to adaptive control, (2) display computer simulation results and discuss their comparative behaviour, (3) introduce a new approach to the stochastic adaptive control with promising results, and (4) qualitatively discuss the adaptive control problem in the hope of improving our understanding of it, stimulate the informed reader to come up with new ideas, and attract newcomers to its study. The reader is assumed to have studied control systems at the graduate level and to have a reasonably good grasp of basic probability theory. Apart from its educational value to the adaptive control student, it is hoped that the accumulation of scattered results and their computer simulation, as well as an extensive reference section will attract the active researcher in this field.


Book Synopsis Stochastic Adaptive Control Results and Simulations by : Alexis Aloneftis

Download or read book Stochastic Adaptive Control Results and Simulations written by Alexis Aloneftis and published by Springer. This book was released on 2014-03-12 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theme of this monograph is the adaptive control of systems in a stochastic environment and, more precisely, the study of the tracking problem for ARMAX SISO stochastic systems with time invariant and time varying parameters. Results of simultaneous tracking and parameter identification are included. The author has aimed to (1) provide a reasonably self-contained and up-to-date exposition of the tracking problem after having properly placed it amongst numerous ideas, approaches, and subproblems related to adaptive control, (2) display computer simulation results and discuss their comparative behaviour, (3) introduce a new approach to the stochastic adaptive control with promising results, and (4) qualitatively discuss the adaptive control problem in the hope of improving our understanding of it, stimulate the informed reader to come up with new ideas, and attract newcomers to its study. The reader is assumed to have studied control systems at the graduate level and to have a reasonably good grasp of basic probability theory. Apart from its educational value to the adaptive control student, it is hoped that the accumulation of scattered results and their computer simulation, as well as an extensive reference section will attract the active researcher in this field.

Adaptive Control

Adaptive Control

Author: Karl J. Åström

Publisher: Courier Corporation

Published: 2013-04-26

Total Pages: 596

ISBN-13: 0486319148

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Suitable for advanced undergraduates and graduate students, this overview introduces theoretical and practical aspects of adaptive control, with emphasis on deterministic and stochastic viewpoints. 1995 edition.


Book Synopsis Adaptive Control by : Karl J. Åström

Download or read book Adaptive Control written by Karl J. Åström and published by Courier Corporation. This book was released on 2013-04-26 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suitable for advanced undergraduates and graduate students, this overview introduces theoretical and practical aspects of adaptive control, with emphasis on deterministic and stochastic viewpoints. 1995 edition.

Topics in Stochastic Systems

Topics in Stochastic Systems

Author: L Gerencser

Publisher: Springer

Published: 2014-01-15

Total Pages: 412

ISBN-13: 9783662165249

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Book Synopsis Topics in Stochastic Systems by : L Gerencser

Download or read book Topics in Stochastic Systems written by L Gerencser and published by Springer. This book was released on 2014-01-15 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Theory and Adaptive Control

Stochastic Theory and Adaptive Control

Author: T.E. Duncan

Publisher: Springer

Published: 1992-11-27

Total Pages: 506

ISBN-13: 9783540559627

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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.


Book Synopsis Stochastic Theory and Adaptive Control by : T.E. Duncan

Download or read book Stochastic Theory and Adaptive Control written by T.E. Duncan and published by Springer. This book was released on 1992-11-27 with total page 506 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.

Stochastic Theory and Adaptive Control

Stochastic Theory and Adaptive Control

Author: T. E. Duncan

Publisher: Springer

Published: 1992

Total Pages: 526

ISBN-13:

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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.


Book Synopsis Stochastic Theory and Adaptive Control by : T. E. Duncan

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.