Parameter estimation and control for non-linear stochastic processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Parameter estimation and control for non-linear stochastic processes write by John Anthony Frew. This book was released on 1970. Parameter estimation and control for non-linear stochastic processes available in PDF, EPUB and Kindle.
Stochastic Processes and Filtering Theory
Stochastic Processes and Filtering Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Processes and Filtering Theory write by Andrew H. Jazwinski. This book was released on 2013-04-15. Stochastic Processes and Filtering Theory available in PDF, EPUB and Kindle. This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
Linear Estimation and Stochastic Control
Linear Estimation and Stochastic Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Linear Estimation and Stochastic Control write by M. H. A. Davis. This book was released on 1977. Linear Estimation and Stochastic Control available in PDF, EPUB and Kindle.
Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities
Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities write by Guoliang Wei. This book was released on 2016-09-15. Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities available in PDF, EPUB and Kindle. Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.
Stochastic Processes, Estimation, and Control
Stochastic Processes, Estimation, and Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Processes, Estimation, and Control write by Jason L. Speyer. This book was released on 2008-11-06. Stochastic Processes, Estimation, and Control available in PDF, EPUB and Kindle. The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.
