Price loading...

Stochastic Processes, Estimation, and Control (Advances in Design and Control)

Applied Mathematics

Price data last checked 109 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities. 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 as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness. Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application.

Product Specifications

Format: hardcover
ASIN: 1611971950
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 30 October 2011
Listed Since: 22 April 2017

Barcode

No barcode data available

Stochastic Processes, Estimation, and Control (Advances in Design and Control)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities: 2 (Engineering Systems and Sustainability)

Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)

Stochastic Systems: Estimation, Identification, and Adaptive Control: 75 (Classics in Applied Mathematics, Series Number 75)

Springer Linear Systems Control: Deterministic and Stochastic Methods

Nonlinear Control and Filtering for Stochastic Networked Systems

An Engineering Approach to Optimal Control and Estimation Theory

Introduction to Modern Controls: with Illustrations in MATLAB and Python

Butterworth-Heinemann Stochastic Processes Book - Engineering

Nonlinear Control and Filtering for Stochastic Networked Systems

Optimal Control: Basics and Beyond: 7 (Wiley Interscience Series in Systems and Optimization)

Birkhauser Stochastic Networked Control Systems Book

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition: 26 (Automation and Control Engineering)

Modelling Stochastic Uncertainties: From Monte Carlo Simulations to Game Theory (De Gruyter Textbook)

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control)

Stochastic Systems: Uncertainty Quantification and Propagation (Springer Series in Reliability Engineering)

Estimation and Control for Networked Systems with Packet Losses without Acknowledgement: 77 (Studies in Systems, Decision and Control)

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control, 58)

Stabilization of Control Systems: 20 (Stochastic Modelling and Applied Probability, 20)

Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches

Estimation and Control for Networked Systems with Packet Losses without Acknowledgement: 77 (Studies in Systems, Decision and Control, 77)

Introduction to Process Control: Analysis, Mathematical Modeling, Control and Optimization (Springer Texts in Business and Economics)

Introduction to Process Control: Analysis, Mathematical Modeling, Control and Optimization (Springer Texts in Business and Economics)

Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering, 50)

Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)