Stochastic Processes In Engineering Systems PDF Download
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| Author | : E. Wong |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 372 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461250609 |
Download Stochastic Processes in Engineering Systems Book in PDF, ePub and Kindle
This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.
| Author | : E. Wong |
| Publisher | : Springer |
| Total Pages | : 0 |
| Release | : 2011-09-30 |
| Genre | : Mathematics |
| ISBN | : 9781461295457 |
Download Stochastic Processes in Engineering Systems Book in PDF, ePub and Kindle
This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.
| Author | : Eugene Wong |
| Publisher | : |
| Total Pages | : 361 |
| Release | : 1985 |
| Genre | : Electric engineering |
| ISBN | : 9783540960614 |
Download Stochastic Processes in Engineering Systems Book in PDF, ePub and Kindle
| Author | : Houmin Yan |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 397 |
| Release | : 2006-09-10 |
| Genre | : Technology & Engineering |
| ISBN | : 0387338152 |
Download Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems Book in PDF, ePub and Kindle
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
| Author | : Georg Lindgren |
| Publisher | : CRC Press |
| Total Pages | : 316 |
| Release | : 2013-10-11 |
| Genre | : Mathematics |
| ISBN | : 1466586192 |
Download Stationary Stochastic Processes for Scientists and Engineers Book in PDF, ePub and Kindle
Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.
| Author | : Robert G. Gallager |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 280 |
| Release | : 2012-12-06 |
| Genre | : Technology & Engineering |
| ISBN | : 146152329X |
Download Discrete Stochastic Processes Book in PDF, ePub and Kindle
Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.
| Author | : Andrew H. Jazwinski |
| Publisher | : Courier Corporation |
| Total Pages | : 404 |
| Release | : 2013-04-15 |
| Genre | : Science |
| ISBN | : 0486318192 |
Download Stochastic Processes and Filtering Theory Book in PDF, ePub and Kindle
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 | : Toshio Nakagawa |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 254 |
| Release | : 2011-05-27 |
| Genre | : Technology & Engineering |
| ISBN | : 0857292749 |
Download Stochastic Processes Book in PDF, ePub and Kindle
Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory, however, and to apply it to real systems, an understanding of the basic stochastic processes is indispensable. As well as providing readers with useful reliability studies and applications, Stochastic Processes also gives a basic treatment of such stochastic processes as: the Poisson process, the renewal process, the Markov chain, the Markov process, and the Markov renewal process. Many examples are cited from reliability models to show the reader how to apply stochastic processes. Furthermore, Stochastic Processes gives a simple introduction to other stochastic processes such as the cumulative process, the Wiener process, the Brownian motion and reliability applications. Stochastic Processes is suitable for use as a reliability textbook by advanced undergraduate and graduate students. It is also of interest to researchers, engineers and managers who study or practise reliability and maintenance.
| Author | : Richard Serfozo |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 452 |
| Release | : 2009-01-24 |
| Genre | : Mathematics |
| ISBN | : 3540893326 |
Download Basics of Applied Stochastic Processes Book in PDF, ePub and Kindle
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
| Author | : Jason L. Speyer |
| Publisher | : SIAM |
| Total Pages | : 391 |
| Release | : 2008-11-06 |
| Genre | : Mathematics |
| ISBN | : 0898716551 |
Download Stochastic Processes, Estimation, and Control Book in PDF, ePub and Kindle
The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.
