Recursive Estimation And Control For Stochastic Systems PDF Download
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Author | : Hanfu Chen |
Publisher | : John Wiley & Sons |
Total Pages | : 400 |
Release | : 1985 |
Genre | : Mathematics |
ISBN | : |
Download Recursive Estimation and Control for Stochastic Systems Book in PDF, ePub and Kindle
This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
Author | : M. B. Nevel'son |
Publisher | : American Mathematical Soc. |
Total Pages | : 252 |
Release | : 1976-10-01 |
Genre | : Mathematics |
ISBN | : 9780821809068 |
Download Stochastic Approximation and Recursive Estimation Book in PDF, ePub and Kindle
This book is devoted to sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. Some basic procedures of stochastic approximation are investigated from a single point of view, namely the theory of Markov processes and martingales. Examples are considered of applications of the theorems to some problems of estimation theory, educational theory and control theory, and also to some problems of information transmission in the presence of inverse feedback.
Author | : Vincent P. Leung |
Publisher | : |
Total Pages | : 326 |
Release | : 1975 |
Genre | : Stochastic systems |
ISBN | : |
Download Recursive Estimation and Control of Nonlinear Stochastic System Book in PDF, ePub and Kindle
Author | : Hanfu Chen |
Publisher | : John Wiley & Sons |
Total Pages | : 400 |
Release | : 1985 |
Genre | : Mathematics |
ISBN | : |
Download Recursive Estimation and Control for Stochastic Systems Book in PDF, ePub and Kindle
This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
Author | : Zhiliang Ying |
Publisher | : |
Total Pages | : 152 |
Release | : 1987 |
Genre | : Stochastic systems |
ISBN | : |
Download Recursive Estimation and Adaptive Control in Stochastic Linear Systems Book in PDF, ePub and Kindle
Author | : Han-Fu Chen |
Publisher | : CRC Press |
Total Pages | : 426 |
Release | : 2014-06-23 |
Genre | : Computers |
ISBN | : 1466568860 |
Download Recursive Identification and Parameter Estimation Book in PDF, ePub and Kindle
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying a systematic description of recursive estimation methods, it provides rigorous theoretical analysis of recursive solutions to problems of stochastic systems. Presenting the material and proposed algorithms in a manner that makes it easy to understand, the book provides readers with the modeling and identification skills required for successful theoretical research and effective applications.
Author | : P. R. Kumar |
Publisher | : SIAM |
Total Pages | : 371 |
Release | : 2015-12-15 |
Genre | : Mathematics |
ISBN | : 1611974259 |
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.
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.?
Author | : Rafail Zalmanovich Hasʹminskii |
Publisher | : American Mathematical Soc. |
Total Pages | : 252 |
Release | : |
Genre | : Mathematics |
ISBN | : 9780821886700 |
Download Stochastic Approximation and Recursive Estimation Book in PDF, ePub and Kindle
This book is devoted to sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. Some basic procedures of stochastic approximation are investigated from a single point of view, namely the theory of Markov processes and martingales. Examples are considered of applications of the theorems to some problems of estimation theory, educational theory and control theory, and also to some problems of information transmission in the presence of inverse feedback.
Author | : Mikhail Borisovich Nevelʹson |
Publisher | : |
Total Pages | : 250 |
Release | : 1976 |
Genre | : Estimation theory |
ISBN | : 9781470444624 |
Download Stochastic approximation and recursive estimation Book in PDF, ePub and Kindle