0412162008 Good; Hardcover; 1985, Springer-Verlag Publishing; Former library copy with standard library markings; Moderate wear to covers; Library stamps to endpapers; Text pages clean & unmarked; Good binding with straight spine; Dark green covers with title in white lettering; 393 pages; "Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)," by Mark Davis.

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D�tails bibliographiques

Titre

Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)

�diteur

Springer

Date de parution

1985

Langue

anglais

ISBN � 10 chiffres

0412162008

ISBN � 13 chiffres

9780412162008

Reliure

Hardcover

�tat de l'article

Good

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A propos de ce titre

Synopsis

This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica- bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis- turbances are also present, so that the behaviour of the system must be investigated by statistical methods. After a preliminary chapter summarizing elements of probability and linear system theory, we introduce in Chapter 2 some general linear stochastic models, both in input/output and state-space form. Chapter 3 concerns filtering theory: estimation of the state of a dynamical system from noisy observations. As well as being an important topic in its own right, filtering theory provides the link, via the so-called innovations representation, between input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.

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Thank you for taking an interest in one of our books. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres.

If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered wit...

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