PrefaceAcknowledgments1. Stochastic Control 1. Introduction 2. Theory of Feedback Control 3. How to Characterize Disturbances 4. Stochastic Control Theory 5. Outline of the Contents of the Book 6. Bibliography and Comments2.
Stochastic Processes 1. Introduction 2. The Concept of a Stochastic Process 3. Some Special Stochastic Processes 4. The Covariance Function 5. The Concept of Spectral Density 6. Analysis of Stochastic Processes 7.
Bibliography and Comments3. Stochastic State Models 1. Introduction 2. Discrete Time Systems 3. Solution of Stochastic Difference Equations 4. Continuous Time Systems 5. Stochastic Integrals 6. Linear Stochastic Differential Equations 7.
Nonlinear Stochastic Differential Equations 8. Stochastic Calculus--The Ito Differentiation Rule 9. Modeling of Physical Processes żeby Stochastic Differential Equations 10. Sampling a Stochastic Differential Equation 11.
Bibliography and Comments4. Analysis of Dynamical Systems Whose Inputs are Stochastic Processes 1. Introduction 2. Discrete Time Systems 3. Spectral Factorization of Discrete Time Processes 4. Analysis of Continuous Time Systems Whose Input Signals are Stochastic Processes 5.
Spectral Factorization of Continuous Time Processes 6. Bibliography and Comments5. Parametric Optimization 1. Introduction 2. Evaluation of Loss Functions for Discrete Time Systems 3. Evaluation of Loss Functions for Continuous Time Systems 4.
Reconstruction of State Variables for Discrete Time Systems 5. Reconstruction of State Variables for Continuous Time Systems 6. Bibliography and Comments6. Minimal Variance Control Strategies 1. Introduction 2.
A Simple Example 3. Optimal Prediction of Discrete Time Stationary Processes 4. Minimal Variance Control Strategies 5. Sensitivity of the Optimal System 6. An Industrial Application 7. Bibliography and Comments7.
Prediction and Filtering Theory 1. Introduction 2. Formulation of Prediction and Estimation Problems 3. Preliminaries 4. State Estimation for Discrete Time Systems 5. Duality 6. State Estimation for Continuous Time Processes 7.
Bibliography and Comments8. Linear Stochastic Control Theory 1. Introduction 2. Formulation 3. Preliminaries 4. Complete State Information 5. Incomplete State Information 1 6. Incomplete State Information 2 7.
Continuous Time Problems 8. Bibliography and CommentsIndex
Travel back to the Jazz Age with glitzy and glamorous fashions inspired żeby one of the most beloved American novels of all time. Discover what...24,51 zł
The late 19th and early 20th centuries have been called the golden age of Spanish piano music -- a rebirth of fervent nationalism that ushered...73,86 zł
81 illustrations depict floor plans, elevations, and other details of suburban residences, capturing the elaborate, distinctive beauty of Victorian-era...56,48 zł
Thirty-one circular designs incorporate beloved Yuletide motifs, including snowmen, poinsettias, angels, decorated trees, carolers, holly wreaths,...27,89 zł
360 traditional Japanese designs and motifs redrawn in clean, crisp black-and-white, royalty-free illustrations.42,48 zł
Introduction 1. Preliminaries 2. Normed Spaces--Basic Properties and Examples 3. Basic Theory of Operators and Functionals 4. Hilbert Spaces...73,86 zł
Essential pieces for intermediate and advanced pianists, reproduced from authoritative French scores. Features "Ma mere l'Oye" ("Mother Goose"),...107,71 zł
Richard W. Hamming: The Computer IconRichard W. Hamming (1915–1998) was first a programmer of one of the earliest digital computers while assigned...174,43 zł
Graduate-level text offers a concise, wide-ranging introduction to methods of approximating continuous functions żeby functions depending only...108,01 zł
Includes Ballade No. 1 in G Minor, Berceuse, 3 ecossaises, 5 etudes, Fantaisie-Impromptu, "Marche Funebre"""from Sonata No. 2, 8 mazurkas, 7...121,12 zł
Preface1. Introduction to cohomology operations2. Construction of the Steenrod squares3. Properties of the squares4. Application: the Hopf invariant5....56,68 zł
Basic Counting and ListingSection 1: Lists with RepetitionsSection 2: Lists Without RepetitionSection 3: SetsSection 4: Probability and Basic...67,01 zł
Opinie i recenzje użytkowników
Dodaj opinie lub recenzję dla Introduction to stochastic control theory. Twój komentarz zostanie wyświetlony po moderacji.