This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica- bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second ...
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This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica- bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis- turbances are also present, so that the behaviour of the system must be investigated by statistical methods. After a preliminary chapter summarizing elements of probability and linear system theory, we introduce in Chapter 2 some general linear stochastic models, both in input/output and state-space form. Chapter 3 concerns filtering theory: estimation of the state of a dynamical system from noisy observations. As well as being an important topic in its own right, filtering theory provides the link, via the so-called innovations representation, between input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.
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Add this copy of Stochastic Modelling and Control (Monographs on to cart. $13.33, good condition, Sold by Bulk Book Warehouse rated 5.0 out of 5 stars, ships from Rotterdam, NY, UNITED STATES, published 1985 by Springer.
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Good. Shows minimal wear such as frayed or folded edges, minor rips and tears, and/or slightly worn binding. May have stickers and/or contain inscription on title page. No observed missing pages.
Add this copy of Stochastic Modelling and Control (Monographs on to cart. $14.95, good condition, Sold by Salish Sea Books rated 5.0 out of 5 stars, ships from Bellingham, WA, UNITED STATES, published 1985 by Springer-Verlag Publishing.
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Good; Hardcover; 1985, Springer-Verlag Publishing; Former library copy with standard library markings; Moderate wear to covers; Library stamps to endpapers; Text pages clean & unmarked; Good binding with straight spine; Dark green covers with title in white lettering; 393 pages; "Stochastic Modelling and Control (Monographs on Statistics and Applied Probability), " by Mark Davis.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 0412162008.
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