Time Series And Linear Systems
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Time Series Analysis
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Author : Henrik Madsen
language : en
Publisher: CRC Press
Release Date : 2007-11-28
Time Series Analysis written by Henrik Madsen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-28 with Mathematics categories.
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most
The Statistical Theory Of Linear Systems
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Author : E. J. Hannan
language : en
Publisher: SIAM
Release Date : 2012-05-31
The Statistical Theory Of Linear Systems written by E. J. Hannan and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-31 with Business & Economics categories.
Originally published: New York: Wiley, c1988.
Introduction To Mathematical Systems Theory
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Author : Christiaan Heij
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-12-18
Introduction To Mathematical Systems Theory written by Christiaan Heij 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 2006-12-18 with Science categories.
This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering; the focus is on discrete time systems. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.
Linear Systems
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Author : Michael F. O'Flynn
language : en
Publisher: Wiley
Release Date : 1986-10-15
Linear Systems written by Michael F. O'Flynn and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-10-15 with Science categories.
This easily accessible text combines mathematical precision, technical detail, and sound pedagogy to give complete coverage of linear systems. Its parallel discussion of continuous-time and discrete-time systems reflects a modern approach to these topics while capitalizing on their conceptual similarities. Covers of state variables, paying particular attention to applications in control theory; sections on the Fast Fourier Transform and its applications, introducing readers to modern techniques; and discussions of correlation integrals and summations as well as two-sided transforms which lead to applications of systems with noise input.
System Structure And Control 1992
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Author : V. Strejc
language : en
Publisher: Elsevier
Release Date : 2014-06-28
System Structure And Control 1992 written by V. Strejc and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Technology & Engineering categories.
Provides a useful reference source on system structure and control. Covers, linear systems, nonlinear systems, robust control, implicit system, chaotic systems, singular and time-varying systems.
Introduction To Mathematical Systems Theory
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Author : J.C. Willems
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Introduction To Mathematical Systems Theory written by J.C. Willems 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 2013-11-11 with Mathematics categories.
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modem as well as the classical techniques of applied mathematics. This renewal of interest,both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The developmentof new courses is a natural consequenceof a high level of excite ment on the research frontier as newer techniques, such as numerical and symbolic computersystems,dynamicalsystems,and chaos, mix with and reinforce the tradi tional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbookssuitable for use in advancedundergraduate and begin ning graduate courses, and will complement the Applied Mathematical Seiences (AMS) series, which will focus on advanced textbooks and research level mono graphs. Preface Tbe purpose of this preface is twofold. Firstly, to give an informal historical in troduction to the subject area of this book, Systems and Control , and secondly, to explain the philosophy of the approach to this subject taken in this book and to outline the topics that will be covered.
Analysis And Design Of Descriptor Linear Systems
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Author : Guang-Ren Duan
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-09-14
Analysis And Design Of Descriptor Linear Systems written by Guang-Ren Duan 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 2010-09-14 with Mathematics categories.
Descriptor linear systems theory is an important part in the general field of control systems theory, and has attracted much attention in the last two decades. In spite of the fact that descriptor linear systems theory has been a topic very rich in content, there have been only a few books on this topic. This book provides a systematic introduction to the theory of continuous-time descriptor linear systems and aims to provide a relatively systematic introduction to the basic results in descriptor linear systems theory. The clear representation of materials and a large number of examples make this book easy to understand by a large audience. General readers will find in this book a comprehensive introduction to the theory of descriptive linear systems. Researchers will find a comprehensive description of the most recent results in this theory and students will find a good introduction to some important problems in linear systems theory.
Discrete Time Markov Jump Linear Systems
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Author : O.L.V. Costa
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
Discrete Time Markov Jump Linear Systems written by O.L.V. Costa 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 2006-03-30 with Mathematics categories.
Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. From the reviews: "This text is very well written...it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering." Journal of the American Statistical Association, December 2005
The Analysis Of Time Series
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Author : Chris Chatfield
language : en
Publisher: CRC Press
Release Date : 2019-04-25
The Analysis Of Time Series written by Chris Chatfield and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-25 with Mathematics categories.
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.
Information Geometry And Its Applications
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Author : Shun-ichi Amari
language : en
Publisher: Springer
Release Date : 2016-02-02
Information Geometry And Its Applications written by Shun-ichi Amari and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-02 with Mathematics categories.
This is the first comprehensive book on information geometry, written by the founder of the field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide range of applications, covering information science, engineering, and neuroscience. It consists of four parts, which on the whole can be read independently. A manifold with a divergence function is first introduced, leading directly to dualistic structure, the heart of information geometry. This part (Part I) can be apprehended without any knowledge of differential geometry. An intuitive explanation of modern differential geometry then follows in Part II, although the book is for the most part understandable without modern differential geometry. Information geometry of statistical inference, including time series analysis and semiparametric estimation (the Neyman–Scott problem), is demonstrated concisely in Part III. Applications addressed in Part IV include hot current topics in machine learning, signal processing, optimization, and neural networks. The book is interdisciplinary, connecting mathematics, information sciences, physics, and neurosciences, inviting readers to a new world of information and geometry. This book is highly recommended to graduate students and researchers who seek new mathematical methods and tools useful in their own fields.