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Stochastic Modelling And Control

Stochastic Modelling and Control PDF

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Author: Mark Davis
Publisher: Springer Science & Business Media
ISBN: 940094828X
Size: 60.24 MB
Format: PDF, Kindle
Category : Juvenile Nonfiction
Languages : en
Pages : 394
View: 4023


This book aims to provide a unified treatment of input/output 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 input/output 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 input/output 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 input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.

Stochastic Modelling And Control

Stochastic modelling and control PDF

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Author: M. H. A. Davis
Publisher: Chapman & Hall
ISBN: 9780412162008
Size: 27.10 MB
Format: PDF
Category : Science
Languages : en
Pages : 393
View: 6530



Recent Advances In Modelling And Control Of Stochastic Systems

Recent Advances in Modelling and Control of Stochastic Systems PDF

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Author: N. Viswanadham
Publisher:
ISBN:
Size: 35.89 MB
Format: PDF, Mobi
Category : Automatic control
Languages : en
Pages : 169
View: 4796



Dynamic Modelling And Control Of National Economies 1986

Dynamic Modelling and Control of National Economies  1986 PDF

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Author: Béla Martos
Publisher: Pergamon
ISBN:
Size: 38.53 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 494
View: 4506


This IFAC symposium considers the modelling, analysis and control of various economic and socio-economic systems. The volume is divided into three sections covering: economic theory; macroeconomic policymaking - national, sectoral and regional models; mathematical, algorithmical and computational methods of modelling, giving a clear and concise view of the use of computer systems in the world of economics.

Stochastic Modelling And Filtering

Stochastic Modelling and Filtering PDF

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Author: Alfredo Germani
Publisher: Springer Verlag
ISBN:
Size: 56.92 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 218
View: 549



Scientific And Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF

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Author:
Publisher:
ISBN:
Size: 53.28 MB
Format: PDF, ePub
Category : Aeronautics
Languages : en
Pages :
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Modeling Analysis Design And Control Of Stochastic Systems

Modeling  Analysis  Design  and Control of Stochastic Systems PDF

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Author: V. G. Kulkarni
Publisher: Springer
ISBN: 1475730985
Size: 44.41 MB
Format: PDF, ePub
Category : Mathematics
Languages : en
Pages : 375
View: 1305


An introductory level text on stochastic modelling, suited for undergraduates or graduates in actuarial science, business management, computer science, engineering, operations research, public policy, statistics, and mathematics. It employs a large number of examples to show how to build stochastic models of physical systems, analyse these models to predict their performance, and use the analysis to design and control them. The book provides a self-contained review of the relevant topics in probability theory: In discrete and continuous time Markov models it covers the transient and long term behaviour, cost models, and first passage times; under generalised Markov models, it covers renewal processes, cumulative processes and semi-Markov processes. All the material is illustrated with many examples, and the book emphasises numerical answers to the problems. A software package called MAXIM, which runs on MATLAB, is available for downloading.

Modelling And Control Of National Economies 1992

Modelling and Control of National Economies 1992 PDF

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Author: Xuyan Tu
Publisher: Pergamon
ISBN:
Size: 31.42 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 204
View: 818


Hardbound. This meeting provided a forum for the exchange of ideas and information on modelling and control of national economies among scientists, economists and engineers from around the world. The proceedings are separated into three parts. Part I, Modelling and Control, is concerned with macro-economic models, growth models, input-output models, state-space models and evaluation models, adaptive control, optimal control, coordinated decentralized control and predictive control policies and evaluation methods. Part II, Games, Forecasting and Optimization, includes papers related to nonconvex games, multiobjective decision-making, macro-economic forecasting models and methods, multilevel and hierarchical optimization. Part III, Intelligent Management Systems, reflects the new progress of artificial intelligence in management and economies, such as IMS-intelligent management systems design, implementation and applications, intelligen

Modeling Identification And Control

Modeling  Identification  and Control PDF

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Author:
Publisher:
ISBN:
Size: 41.48 MB
Format: PDF, ePub, Mobi
Category : Control theory
Languages : en
Pages :
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Modelling And Control Of Birth And Death Processes

Modelling and Control of Birth and Death Processes PDF

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Author: Wayne Marcus Getz
Publisher:
ISBN:
Size: 64.56 MB
Format: PDF, Mobi
Category : Birth and death processes (Stochastic processes)
Languages : en
Pages : 153
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Modelling And Control Of National And Regional Economies 1995

Modelling and Control of National and Regional Economies 1995 PDF

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Author: Ljubisa Vlačić
Publisher: Pergamon
ISBN:
Size: 45.89 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 493
View: 6770


Paperback. The IFAC Symposium on Modelling and Control of National and Regional Economies held on 2-5 July 1995 at the Gold Coast, Queensland, Australia was attended by members of different disciplines involved in the modelling and control of economic, financial, production and other systems. The Symposium provided a forum for the exchange of ideas and results between, on the one hand, the engineers, information technology specialists and other developers of modelling and control techniques, and, on the other, users of these techniques, especially economists, econometricians finance specialists and management experts. This IFAC postprint volume is generated from the papers presented at this symposium.

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