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Stochastic Processes, Estimation, and Control

2008-11-06 Mathematics
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Release : 2008-11-06
Genre : Mathematics
Kind : eBook
Book Rating : 551/5 ( reviews)

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Book Synopsis Stochastic Processes, Estimation, and Control by : Jason L. Speyer

Download or read book Stochastic Processes, Estimation, and Control written by Jason L. Speyer. This book was released on 2008-11-06. Available in PDF, EPUB and Kindle. Book excerpt: 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 aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.

Stochastic Systems

2015-12-15 Mathematics
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Release : 2015-12-15
Genre : Mathematics
Kind : eBook
Book Rating : 267/5 ( reviews)

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Book Synopsis Stochastic Systems by : P. R. Kumar

Download or read book Stochastic Systems written by P. R. Kumar. This book was released on 2015-12-15. Available in PDF, EPUB and Kindle. Book excerpt: 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.?

Stochastic Processes, Estimation, and Control

2008-01-01 Mathematics
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Release : 2008-01-01
Genre : Mathematics
Kind : eBook
Book Rating : 597/5 ( reviews)

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Book Synopsis Stochastic Processes, Estimation, and Control by : Jason L. Speyer

Download or read book Stochastic Processes, Estimation, and Control written by Jason L. Speyer. This book was released on 2008-01-01. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

2012-08-10 Mathematics
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Release : 2012-08-10
Genre : Mathematics
Kind : eBook
Book Rating : 915/5 ( reviews)

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Book Synopsis Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott by : Samuel N Cohen

Download or read book Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen. This book was released on 2012-08-10. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Stochastic Models: Estimation and Control: v. 2

1982-08-10 Mathematics
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Release : 1982-08-10
Genre : Mathematics
Kind : eBook
Book Rating : 513/5 ( reviews)

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Book Synopsis Stochastic Models: Estimation and Control: v. 2 by : Maybeck

Download or read book Stochastic Models: Estimation and Control: v. 2 written by Maybeck. This book was released on 1982-08-10. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 2

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