Stochastic Systems
DOWNLOAD
READ ONLINE
Download Stochastic Systems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Stochastic Systems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Stochastic Systems
DOWNLOAD
READ ONLINE
Author : Adomian
language : en
Publisher: Academic Press
Release Date : 1983-07-29
Stochastic Systems written by Adomian and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983-07-29 with Computers categories.
Stochastic Systems
Highly Structured Stochastic Systems
DOWNLOAD
READ ONLINE
Author : Peter J. Green
language : en
Publisher:
Release Date : 2003
Highly Structured Stochastic Systems written by Peter J. Green and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Through this text, the author aims to make recent developments in the title subject (a modern strategy for the creation of statistical models to solve 'real world' problems) accessible to graduate students and researchers in the field of statistics.
Stochastic Systems
DOWNLOAD
READ ONLINE
Author : P. R. Kumar
language : en
Publisher: SIAM
Release Date : 2015-12-15
Stochastic Systems written by P. R. Kumar and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-15 with Mathematics categories.
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?
Introduction To Modeling And Analysis Of Stochastic Systems
DOWNLOAD
READ ONLINE
Author : V. G. Kulkarni
language : en
Publisher: Springer
Release Date : 2010-11-03
Introduction To Modeling And Analysis Of Stochastic Systems written by V. G. Kulkarni and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-03 with Mathematics categories.
This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
Stochastic Systems For Engineers
DOWNLOAD
READ ONLINE
Author : John A. Borrie
language : en
Publisher:
Release Date : 1992
Stochastic Systems For Engineers written by John A. Borrie and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Mathematics categories.
A self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs.
Stochastic Systems
DOWNLOAD
READ ONLINE
Author : V S Pugachev
language : en
Publisher: World Scientific Publishing Company
Release Date : 2002-01-02
Stochastic Systems written by V S Pugachev and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-02 with categories.
This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.e. dynamical systems described by stochastic finite- and infinite-dimensional differential, integral, integrodifferential, difference etc equations. The general StS theory is based on the equations for characteristic functions and functionals. The book outlines StS structural theory, including direct numerical methods, methods of normalization, equivalent linearization and parametrization of one- and multi-dimensional distributions, based on moments, quasimoments, semi-invariants and orthogonal expansions. Special attention is paid to methods based on canonical expansions and integral canonical representations. About 500 exercises and problems are provided. The authors also consider applications in mathematics and mechanics, physics and biology, control and information processing, operations research and finance.
Optimization Of Stochastic Systems
DOWNLOAD
READ ONLINE
Author : Masanao Aoki
language : en
Publisher: Elsevier
Release Date : 2016-06-03
Optimization Of Stochastic Systems written by Masanao Aoki and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-03 with Technology & Engineering categories.
Optimization of Stochastic Systems
Complex Stochastic Systems
DOWNLOAD
READ ONLINE
Author : O.E. Barndorff-Nielsen
language : en
Publisher: CRC Press
Release Date : 2000-08-09
Complex Stochastic Systems written by O.E. Barndorff-Nielsen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-08-09 with Mathematics categories.
Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
Linear Stochastic Systems
DOWNLOAD
READ ONLINE
Author : Peter E. Caines
language : en
Publisher: SIAM
Release Date : 2018-06-12
Linear Stochastic Systems written by Peter E. Caines and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-12 with Mathematics categories.
Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
Stochastic Systems
DOWNLOAD
READ ONLINE
Author : Mircea Grigoriu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-05-15
Stochastic Systems written by Mircea Grigoriu 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 2012-05-15 with Technology & Engineering categories.
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.