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Author: J. Halcombe Laning
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 456
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Book Description
Author: J. Halcombe Laning
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 456
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Book Description
Author: A. A. Pervozvanskii
Publisher: Elsevier
ISBN: 9780080955216
Category : Mathematics
Languages : en
Pages : 322
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Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering
Author: J. Halcombe Laning
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 456
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Book Description
Author: Andrew H. Jazwinski
Publisher: Courier Corporation
ISBN: 0486318192
Category : Science
Languages : en
Pages : 404
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Book Description
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
Author: R.S. Liptser
Publisher: Springer Science & Business Media
ISBN: 1475742932
Category : Mathematics
Languages : en
Pages : 348
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Book Description
Author: R.S. Liptser
Publisher: Springer Science & Business Media
ISBN: 1475716656
Category : Mathematics
Languages : en
Pages : 405
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Book Description
A considerable number of problems in the statistics of random processes are formulated within the following scheme. On a certain probability space (Q, ff, P) a partially observable random process (lJ,~) = (lJ ~/), t :;::-: 0, is given with only the second component n ~ = (~/), t:;::-: 0, observed. At any time t it is required, based on ~h = g., ° s sst}, to estimate the unobservable state lJ/. This problem of estimating (in other words, the filtering problem) 0/ from ~h will be discussed in this book. It is well known that if M(lJ;)
Author: D. K. Bowser
Publisher:
ISBN:
Category : Airplanes
Languages : en
Pages : 56
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Book Description
The digital simulation of terrain or longitudinal gust profiles is shown to be practical. Its use as input to an overall system simulation has reasonable promise of success. With the tools developed in this report, the user has at his disposal a means of determining what is a reasonable choice for the numerical integration increment and what is a sufficient sample length in a statistical sense.
Author: S. Panchev
Publisher: Elsevier
ISBN: 148314559X
Category : Technology & Engineering
Languages : en
Pages : 459
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Book Description
International Series of Monographs in Natural Philosophy, Volume 32: Random Functions and Turbulence focuses on the use of random functions as mathematical methods. The manuscript first offers information on the elements of the theory of random functions. Topics include determination of statistical moments by characteristic functions; functional transformations of random variables; multidimensional random variables with spherical symmetry; and random variables and distribution functions. The book then discusses random processes and random fields, including stationarity and ergodicity of random processes; influence of finiteness of the interval of averaging; scalar and vector random fields; and statistical moments. The text takes a look at the statistical theory of turbulence. Topics include turbulence with very large Reynolds numbers; emergence of turbulent motion; and energy spectrum in isothermal turbulent shear flow. The book also discusses small-scale and large-scale atmospheric turbulence and applications to numerical weather analysis and prediction. The manuscript is a vital source of data for readers interested in random theory.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 768
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Book Description
Author: James L. Melsa
Publisher: Courier Corporation
ISBN: 0486315959
Category : Mathematics
Languages : en
Pages : 416
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Book Description
Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
