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Stochastic Systems

Stochastic Systems
Author: P. R. Kumar
Publisher: SIAM
Total Pages: 371
Release: 2015-12-15
Genre: Mathematics
ISBN: 1611974259

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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.


Identification and Stochastic Adaptive Control

Identification and Stochastic Adaptive Control
Author: Han-fu Chen
Publisher: Springer Science & Business Media
Total Pages: 436
Release: 2012-12-06
Genre: Science
ISBN: 1461204291

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Identifying the input-output relationship of a system or discovering the evolutionary law of a signal on the basis of observation data, and applying the constructed mathematical model to predicting, controlling or extracting other useful information constitute a problem that has been drawing a lot of attention from engineering and gaining more and more importance in econo metrics, biology, environmental science and other related areas. Over the last 30-odd years, research on this problem has rapidly developed in various areas under different terms, such as time series analysis, signal processing and system identification. Since the randomness almost always exists in real systems and in observation data, and since the random process is sometimes used to model the uncertainty in systems, it is reasonable to consider the object as a stochastic system. In some applications identification can be carried out off line, but in other cases this is impossible, for example, when the structure or the parameter of the system depends on the sample, or when the system is time-varying. In these cases we have to identify the system on line and to adjust the control in accordance with the model which is supposed to be approaching the true system during the process of identification. This is why there has been an increasing interest in identification and adaptive control for stochastic systems from both theorists and practitioners.


Stochastic Systems

Stochastic Systems
Author: P. R. Kumar
Publisher: SIAM
Total Pages: 371
Release: 2015-12-15
Genre: Mathematics
ISBN: 1611974267

Download Stochastic Systems Book in PDF, ePub and Kindle

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.?


Adaptive Control

Adaptive Control
Author: Ioan Doré Landau
Publisher: Springer Science & Business Media
Total Pages: 595
Release: 2011-06-06
Genre: Technology & Engineering
ISBN: 0857296647

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Adaptive Control (second edition) shows how a desired level of system performance can be maintained automatically and in real time, even when process or disturbance parameters are unknown and variable. It is a coherent exposition of the many aspects of this field, setting out the problems to be addressed and moving on to solutions, their practical significance and their application. Discrete-time aspects of adaptive control are emphasized to reflect the importance of digital computers in the application of the ideas presented. The second edition is thoroughly revised to throw light on recent developments in theory and applications with new chapters on: multimodel adaptive control with switching, direct and indirect adaptive regulation and adaptive feedforward disturbance compensation. Many algorithms are newly presented in MATLAB® m-file format to facilitate their employment in real systems. Classroom-tested slides for instructors to use in teaching this material are also now provided. All of this supplementary electronic material can be downloaded from fill in URL. The core material is also up-dated and re-edited to keep its perspective in line with modern ideas and more closely to associate algorithms with their applications giving the reader a solid grounding in: synthesis and analysis of parameter adaptation algorithms, recursive plant model identification in open and closed loop, robust digital control for adaptive control; • robust parameter adaptation algorithms, practical considerations and applications, including flexible transmission systems, active vibration control and broadband disturbance rejection and a supplementary introduction on hot dip galvanizing and a phosphate drying furnace. Control researchers and applied mathematicians will find Adaptive Control of significant and enduring interest and its use of example and application will appeal to practitioners working with unknown- and variable-parameter plant. Praise for the first edition: ...well written, interesting and easy to follow, so that it constitutes a valuable addition to the monographies in adaptive control for discrete-time linear systems... suitable (at least in part) for use in graduate courses in adaptive control.


Reliable Control and Filtering of Linear Systems with Adaptive Mechanisms

Reliable Control and Filtering of Linear Systems with Adaptive Mechanisms
Author: Guang-Hong Yang
Publisher: CRC Press
Total Pages: 264
Release: 2018-09-03
Genre: Computers
ISBN: 1439835233

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More and more, the advanced technological systems of today rely on sophisticated control systems designed to assure greater levels of safe operation while optimizing performance. Rather than assuming always perfect conditions, these systems require adaptive approaches capable of coping with inevitable system component faults. Conventional feedback control designs do not offer that capability and can result in unsatisfactory performance or even instability, which is totally unacceptable in complex systems such as aircraft, spacecraft, and nuclear power plants where safety is a paramount concern. Reliable Control and Filtering of Linear Systems with Adaptive Mechanisms presents recent research results that are advancing the field. It shows how adaptive mechanisms can be successfully introduced into the traditional reliable control/filtering, so that, based on the online estimation of eventual faults, the proposed adaptive reliable controller/filter parameters are updated automatically to compensate for any fault effects. Presenting a new method for fault-tolerant control (FTC) in the context of existing research, this uniquely cohesive volume, coauthored by two leading researchers — Focuses on the issues of reliable control/filtering in the framework of indirect adaptive method and LMI techniques Starts from the development and main research methods in FTC to offer a systematic presentation of new methods for adaptive reliable control/filtering of linear systems Explains the principles behind adaptive designs for closed-loop systems in normal operation as well as those that account for both actuator and sensor failures Presents rigorous mathematical analysis of control methods as well as easy-to-implement algorithms Includes practical case studies derived from the aerospace industry including simulation results for the F-16 The authors also extend the design idea from linear systems to linear time-delay systems via both memory and memory-less controllers. Moreover, some more recent results for the corresponding adaptive reliable control against actuator saturation are included. Ultimately, this remarkably practical resource, offers design approaches and guidelines that researchers can readily employ in the design of advanced FTC techniques offering improved reliability, maintainability, and survivability.


Adaptive Control, Filtering, and Signal Processing

Adaptive Control, Filtering, and Signal Processing
Author: K.J. Aström
Publisher: Springer Science & Business Media
Total Pages: 404
Release: 2012-12-06
Genre: Science
ISBN: 1441985689

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The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active areas of the past decade. Since adaptive controllers are fundamentally nonlinear controllers which are applied to nominally linear, possibly stochastic and time-varying systems, their theoretical analysis is usually very difficult. Nevertheless, over the past decade much fundamental progress has been made on some key questions concerning their stability, convergence, performance, and robustness. Moreover, adaptive controllers have been successfully employed in numerous practical applications, and have even entered the marketplace.