Partially Observable Linear Systems Under Dependent Noises

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Partially Observable Linear Systems Under Dependent Noises

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Author : Agamirza E. Bashirov
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Partially Observable Linear Systems Under Dependent Noises written by Agamirza E. Bashirov and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.

Noise is a rich concept playing an underlying role in human activity. Consideration of the noise phenomenon in arts and sciences, respectively, makes the distinction between both domains more obvious. Artists create "deliberate noise"`; the masterpieces of literature, music, modern fine art etc. are those where a clear idea, traditionally related to such concepts as love, is presented under a skilful veil of "deliberate noise". On the contrary, sciences fight against noise; a scientific discovery is a law of nature extracted from a noisy medium and refined. This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media. The main feature of this book is the investigation of stochastic optimal control and estimation problems with the noise processes acting dependently on the state (or signal) and observation systems. While multiple early and recent findings on the subject have been obtained and challenging problems remain to be solved, this subject has not yet been dealt with systematically nor properly investigated. The discussion is given for infinite dimensional systems, but within the linear quadratic framework for continuous and finite time horizon. In order to make this book self-contained, some background material is provided. Consequently, the target readers of this book are both applied mathematicians and theoretically oriented engineers who are designing new technology, as well as students of the related branches. The book may also be used as a reference manual in that part of functional analysis that is needed for problems of infinite dimensional linear systems theory.

Partially Observable Linear Systems Under Dependent Noises

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Author : Agamirza E. Bashirov
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-01-23

Partially Observable Linear Systems Under Dependent Noises written by Agamirza E. Bashirov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01-23 with Language Arts & Disciplines categories.

This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media. From the reviews: "An excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft." --MATHEMATICAL REVIEWS

Unsolved Problems In Mathematical Systems And Control Theory

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Author : Vincent D. Blondel
language : en
Publisher: Princeton University Press
Release Date : 2009-04-11

Unsolved Problems In Mathematical Systems And Control Theory written by Vincent D. Blondel and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-11 with Mathematics categories.

This book provides clear presentations of more than sixty important unsolved problems in mathematical systems and control theory. Each of the problems included here is proposed by a leading expert and set forth in an accessible manner. Covering a wide range of areas, the book will be an ideal reference for anyone interested in the latest developments in the field, including specialists in applied mathematics, engineering, and computer science. The book consists of ten parts representing various problem areas, and each chapter sets forth a different problem presented by a researcher in the particular area and in the same way: description of the problem, motivation and history, available results, and bibliography. It aims not only to encourage work on the included problems but also to suggest new ones and generate fresh research. The reader will be able to submit solutions for possible inclusion on an online version of the book to be updated quarterly on the Princeton University Press website, and thus also be able to access solutions, updated information, and partial solutions as they are developed.

Mathematical Control Theory For Stochastic Partial Differential Equations

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Author : Qi Lü
language : en
Publisher: Springer Nature
Release Date : 2021-09-17

Mathematical Control Theory For Stochastic Partial Differential Equations written by Qi Lü and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-17 with Science categories.

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.

Stochastic Analysis And Related Topics Viii

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Author : Ulug Capar
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Stochastic Analysis And Related Topics Viii written by Ulug Capar and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. stnel.

Advances In Statistical Control Algebraic Systems Theory And Dynamic Systems Characteristics

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Author : Chang-Hee Won
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-08

Advances In Statistical Control Algebraic Systems Theory And Dynamic Systems Characteristics written by Chang-Hee Won and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-08 with Mathematics categories.

This volume is a collection of chapters covering recent advances in stochastic optimal control theory and algebraic systems theory. The book will be a useful reference for researchers and graduate students in systems and control, algebraic systems theory, and applied mathematics. Requiring only knowledge of undergraduate-level control and systems theory, the work may be used as a supplementary textbook in a graduate course on optimal control or algebraic systems theory.

Mathematical Methods In Engineering

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Author : K. Tas
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-25

Mathematical Methods In Engineering written by K. Tas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-25 with Technology & Engineering categories.

This book contains some of the contributions that have been carefully selected and peer-reviewed, which were presented at the International Symposium MME06 Mathematical Methods in Engineering, held in Cankaya University, Ankara, April 2006. The Symposium provided a setting for discussing recent developments in Fractional Mathematics, Neutrices and Generalized Functions, Boundary Value Problems, Applications of Wavelets, Dynamical Systems and Control Theory.

Fractional Brownian Motion

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Author : Oksana Banna
language : en
Publisher: John Wiley & Sons
Release Date : 2019-04-10

Fractional Brownian Motion written by Oksana Banna and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-10 with Mathematics categories.

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.

Stability Of Dynamical Systems

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Author : Anthony N. Michel
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-10-11

Stability Of Dynamical Systems written by Anthony N. Michel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-11 with Mathematics categories.

Filling a gap in the literature, this volume offers the first comprehensive analysis of all the major types of system models. Throughout the text, there are many examples and applications to important classes of systems in areas such as power and energy, feedback control, artificial neural networks, digital signal processing and control, manufacturing, computer networks, and socio-economics. Replete with exercises and requiring basic knowledge of linear algebra, analysis, and differential equations, the work may be used as a textbook for graduate courses in stability theory of dynamical systems. The book may also serve as a self-study reference for graduate students, researchers, and practitioners in a huge variety of fields.

Max Plus Methods For Nonlinear Control And Estimation

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Author : William M. McEneaney
language : en
Publisher: Springer Science & Business Media
Release Date : 2006

Max Plus Methods For Nonlinear Control And Estimation written by William M. McEneaney and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Language Arts & Disciplines categories.

The central focus of this book is the control of continuous-time/continuous-space nonlinear systems. Using new techniques that employ the max-plus algebra, the author addresses several classes of nonlinear control problems, including nonlinear optimal control problems and nonlinear robust/H-infinity control and estimation problems. Several numerical techniques are employed, including a max-plus eigenvector approach and an approach that avoids the curse-of-dimensionality. Well-known dynamic programming arguments show there is a direct relationship between the solution of a control problem and the solution of a corresponding Hamilton–Jacobi–Bellman (HJB) partial differential equation (PDE). The max-plus-based methods examined in this monograph belong to an entirely new class of numerical methods for the solution of nonlinear control problems and their associated HJB PDEs; they are not equivalent to either of the more commonly used finite element or characteristic approaches. The potential advantages of the max-plus-based approaches lie in the fact that solution operators for nonlinear HJB problems are linear over the max-plus algebra, and this linearity is exploited in the construction of algorithms. The book will be of interest to applied mathematicians, engineers, and graduate students interested in the control of nonlinear systems through the implementation of recently developed numerical methods. Researchers and practitioners tangentially interested in this area will also find a readable, concise discussion of the subject through a careful selection of specific chapters and sections. Basic knowledge of control theory for systems with dynamics governed by differential equations is required.