A Data-driven Approach for Modeling, Analysis and Control of Stochastic Hybrid Systems Using Gaussian Processes PDF Download
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Author: Hamzah Abdelaziz
Publisher:
ISBN:
Category : Electronic dissertations
Languages : en
Pages :
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Book Description
Author: Hamzah Abdelaziz
Publisher:
ISBN:
Category : Electronic dissertations
Languages : en
Pages :
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Book Description
Author: Juš Kocijan
Publisher: Springer
ISBN: 3319210211
Category : Technology & Engineering
Languages : en
Pages : 281
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Book Description
This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (GP) models. The book demonstrates the potential of this recent development in probabilistic machine-learning methods and gives the reader an intuitive understanding of the topic. The current state of the art is treated along with possible future directions for research. Systems control design relies on mathematical models and these may be developed from measurement data. This process of system identification, when based on GP models, can play an integral part of control design in data-based control and its description as such is an essential aspect of the text. The background of GP regression is introduced first with system identification and incorporation of prior knowledge then leading into full-blown control. The book is illustrated by extensive use of examples, line drawings, and graphical presentation of computer-simulation results and plant measurements. The research results presented are applied in real-life case studies drawn from successful applications including: a gas–liquid separator control; urban-traffic signal modelling and reconstruction; and prediction of atmospheric ozone concentration. A MATLAB® toolbox, for identification and simulation of dynamic GP models is provided for download.
Author: Christos G. Cassandras
Publisher: CRC Press
ISBN: 1420008544
Category : Technology & Engineering
Languages : en
Pages : 300
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Book Description
Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.
Author: Baskar Ganapathysubramanian
Publisher:
ISBN: 9780549838517
Category :
Languages : en
Pages : 201
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Book Description
In the third part of the thesis, the data-driven input model generation strategies coupled with the sparse grid collocation strategies are utilized to analyze systems characterized by multi-length scale uncertainties. A stochastic variational multiscale formulation is developed to incorporate uncertain multiscale features. The framework is applied to analyze flow through random heterogeneous media when only limited statistics about the permeability variation are given.
Author: Dhruv Khandelwal
Publisher: Springer Nature
ISBN: 3030903435
Category : Technology & Engineering
Languages : en
Pages : 250
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Book Description
This book describes a user-friendly, evolutionary algorithms-based framework for estimating data-driven models for a wide class of dynamical systems, including linear and nonlinear ones. The methodology addresses the problem of automating the process of estimating data-driven models from a user’s perspective. By combining elementary building blocks, it learns the dynamic relations governing the system from data, giving model estimates with various trade-offs, e.g. between complexity and accuracy. The evaluation of the method on a set of academic, benchmark and real-word problems is reported in detail. Overall, the book offers a state-of-the-art review on the problem of nonlinear model estimation and automated model selection for dynamical systems, reporting on a significant scientific advance that will pave the way to increasing automation in system identification.
Author: Leonhard Asselborn
Publisher: kassel university press GmbH
ISBN: 3737605807
Category : Hybrid systems
Languages : en
Pages : 172
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Book Description
This thesis proposes an algorithmic controller synthesis based on the computation of probabilistic reachable sets for stochastic hybrid systems. Hybrid systems consist in general of a composition of discrete and continuous valued dynamics, and are able to capture a wide range of physical phenomena. The stochasticity is considered in form of normally distributed initial continuous states and normally distributed disturbances, resulting in stochastic hybrid systems. The reachable sets describe all states, which are reachable by a system for a given initialization of the system state, inputs, disturbances, and time horizon. For stochastic hybrid systems, these sets are probabilistic, since the system state and disturbance are random variables. This thesis introduces probabilistic reachable sets with a predefined confidence, which are used in an optimization based procedure for the determination of stabilizing control inputs. Besides the stabilizing property, the controlled dynamics also observes input constraints, as well as, so-called chance constraints for the continuous state. The main contribution of this thesis is the formulation of an algorithmic control procedure for each considerd type of stochastic hybrid systems, where different discrete dynamics are considered. First, a control procedure for a deterministic system with bounded disturbances is introduced, and thereafter a probabilistic distribution of the system state and the disturbance is assumed. The formulation of probabilistic reachable sets with a predefined confidence is subsequently used in a control procedure for a stochastic hybrid system, in which the switch of the continuous dynamics is externally induced. Finally, the control procedure based on reachable set computation is extended to a type of stochastic hybrid systems with autonomously switching of the continuous dynamics.
Author: Ameneh Nejati
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Author: Yuliya Mishura
Publisher: Elsevier
ISBN: 0081023634
Category : Mathematics
Languages : en
Pages : 212
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Book Description
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts. - Presents both mixed fractional and sub-fractional Brownian motions - Provides an accessible description for mixed fractional gaussian processes that is ideal for Master's and PhD students - Includes different Hurst indices
Author: Yue Tan
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Big Data has flown into every sector of the global economy ranging from social networks to online business to finance to medicine. With the rapid growth of data in many applications in the society, operations research (OR) professionals must shift to a broader view of developing analytical solutions characterized by the integrated use of data, processes and systems. Classical stochastic modeling, although proved to be useful in many traditional application areas (e.g. call centers, manufacturing systems), few works have been done in new applications arising from big data. Existing methods are lack of integration between data and modeling, recent development in adaptive control fails to address these new applications. In this dissertation, we aim to fill these gaps by developing new stochastic modeling, optimization and data-driven adaptive control approaches for managerial problems such as the resource provisioning of cloud computing and password management in cyber security systems.
Author: Vidyadhar S. Mandrekar
Publisher: CRC Press
ISBN: 1498707823
Category : Mathematics
Languages : en
Pages : 200
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Book Description
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS
