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Stochastic Modelling And Control

Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Stochastic Modelling And ControlISBN13:9789401086400ISBN10:9401086400Author:Davis, Mark (Author)Description:This Book Aims To Provide A Unified Treatment Of Inputoutput Modelling And Of Control For Discrete-Time Dynamical Systems Subject To Random Disturbances The Results Presented Are Of Wide Applica- Bility In Control Engineering, Operations Research, Econometric Modelling And Many Other Areas There Are Two Distinct Approaches To Mathematical Modelling Of Physical Systems: A Direct Analysis Of The Physical Mechanisms That Comprise The Process, Or A 'Black Box' Approach Based On Analysis Of Inputoutput Data The Second Approach Is Adopted Here, Although Of Course The Properties Ofthe Models We Study, Which Within The Limits Of Linearity Are Very General, Are Also Relevant To The Behaviour Of Systems Represented By Such Models, However They Are Arrived At The Type Of System We Are Interested In Is A Discrete-Time Or Sampled-Data System Where The Relation Between Input And Output Is (At Least Approximately) Linear And Where Additive Random Dis- Turbances Are Also Present, So That The Behaviour Of The System Must Be Investigated By Statistical Methods After A Preliminary Chapter Summarizing Elements Of Probability And Linear System Theory, We Introduce In Chapter 2 Some General Linear Stochastic Models, Both In Inputoutput And State-Space Form Chapter 3 Concerns Filtering Theory: Estimation Of The State Of A Dynamical System From Noisy Observations As Well As Being An Important Topic In Its Own Right, Filtering Theory Provides The Link, Via The So-Called Innovations Representation, Between Inputoutput Models (As Identified By Data Analysis) And State-Space Models, As Required For Much Contemporary Control Theory Binding:Paperback, PaperbackPublisher:SPRINGER NATUREPublication Date:2012-02-13Weight:1.04 lbsDimensions:0.84'' H x 8.5'' L x 5.5'' WNumber of Pages:394Language:English

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Book Title: Stochastic Modelling And Control

Item Length: 8.5in

Item Width: 5.5in

Author: Mark Davis

Publication Name: Stochastic Modelling and Control

Format: Trade Paperback

Language: English

Publisher: Springer Netherlands

Publication Year: 2012

Series: Monographs ON Statistics and Applied Probability Ser.

Type: Textbook

Item Weight: 18.2 Oz

Number of Pages: Xii, 394 Pages

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