Stochastics Control And Robotics

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Stochastics Control And Robotics

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Author : Harish Parthasarathy
language : en
Publisher: CRC Press
Release Date : 2021-06-24

Stochastics Control And Robotics written by Harish Parthasarathy and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-24 with Mathematics categories.

This book discusses various problems in stochastic Processes, Control Theory, Electromagnetics, Classical and Quantum Field Theory & Quantum Stochastics. The problems are chosen to motivate the interested reader to learn more about these subjects from other standard sources. Stochastic Process theory is applied to the study of differential equations of mechanics subject to external noise. Some issues in general relativity like Geodesic motion, field theory in curved space time etc. are discussed via isolated problems. The more recent quantum stochastic process theory as formulated by R.L. Hudson and K. R. Parathasarathy is discussed. This provides a non commutative operator theoretic version of stochastic process theory. V.P. Belavkin's approach to quantum filtering based on non demolition measurements and Hudson Parathasarathy calculus has been discussed in detail. Quantum versions of the simple exclusion model in Markov process theory have been included. 3D Robots carring a current density interacting with an external Klein- Gordon or Electromagnetic field has been given some attention. The readers will after going through this book, be ready to carry out independent research in classical and quantum field theory and stochastic processes as applied to practical problems. Note: T&F does not sell or distribute the Hardback in India, Pakistan, Nepal, Bhutan, Bangladesh and Sri Lanka.

Stochastic Systems

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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.?

Optimal Control And Estimation

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Author : Robert F. Stengel
language : en
Publisher: Courier Corporation
Release Date : 2012-10-16

Optimal Control And Estimation written by Robert F. Stengel and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-16 with Mathematics categories.

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.

Modern Trends In Controlled Stochastic Processes

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Author : Alexey B. Piunovskiy
language : en
Publisher: Luniver Press
Release Date : 2010-09

Modern Trends In Controlled Stochastic Processes written by Alexey B. Piunovskiy and has been published by Luniver Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09 with Mathematics categories.

World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.

Stochastic Dynamics And Control

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Author : Jian-Qiao Sun
language : en
Publisher: Elsevier
Release Date : 2006-08-10

Stochastic Dynamics And Control written by Jian-Qiao Sun and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-08-10 with Mathematics categories.

This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations.· Comprehensive review of probability theory, and stochastic processes· Random vibrations· Structural reliability and fatigue, Non-Gaussian fatigue· Monte Carlo methods· Stochastic calculus and engineering applications· Stochastic feedback controls and optimal controls· Stochastic sliding mode controls· Feedback control of stochastic time-delayed systems· Probability density tracking control

Control And System Theory Of Discrete Time Stochastic Systems

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Author : Jan H. van Schuppen
language : en
Publisher: Springer Nature
Release Date : 2021-08-02

Control And System Theory Of Discrete Time Stochastic Systems written by Jan H. van Schuppen and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-02 with Technology & Engineering categories.

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.​

Stochastic Reactive Distributed Robotic Systems

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Author : Gregory Mermoud
language : en
Publisher: Springer
Release Date : 2013-10-01

Stochastic Reactive Distributed Robotic Systems written by Gregory Mermoud and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-01 with Technology & Engineering categories.

This monograph presents the development of novel model-based methodologies for engineering self-organized and self-assembled systems. The work bridges the gap between statistical mechanics and control theory by tackling a number of challenges for a class of distributed systems involving a specific type of constitutive components, namely referred to as Smart Minimal Particles. The results described in the volume are expected to lead to more robust, dependable, and inexpensive distributed systems such as those endowed with complex and advanced sensing, actuation, computation, and communication capabilities.

Optimal Estimation

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Author : Frank L. Lewis
language : en
Publisher: Wiley-Interscience
Release Date : 1986-04-15

Optimal Estimation written by Frank L. Lewis and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-04-15 with Mathematics categories.

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.

Stochastic Optimal Control In Infinite Dimension

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Author : Giorgio Fabbri
language : en
Publisher: Springer
Release Date : 2017-06-22

Stochastic Optimal Control In Infinite Dimension written by Giorgio Fabbri and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-22 with Mathematics categories.

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.

Controlled Diffusion Processes

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Author : N. V. Krylov
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-26

Controlled Diffusion Processes written by N. V. Krylov 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 2008-09-26 with Science categories.

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in Wonham [76]). At the same time, Girsanov [25] and Howard [26] made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4]. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8], Mine and Osaki [55], and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.