Stochastic Systems

Stochastic Systems

Author: P. R. Kumar

Publisher: SIAM

Published: 2015-12-15

Total Pages: 371

ISBN-13: 1611974267

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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.?


Matrix and Tensor Decompositions in Signal Processing, Volume 2

Matrix and Tensor Decompositions in Signal Processing, Volume 2

Author: Gérard Favier

Publisher: John Wiley & Sons

Published: 2021-08-31

Total Pages: 386

ISBN-13: 1786301555

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The second volume will deal with a presentation of the main matrix and tensor decompositions and their properties of uniqueness, as well as very useful tensor networks for the analysis of massive data. Parametric estimation algorithms will be presented for the identification of the main tensor decompositions. After a brief historical review of the compressed sampling methods, an overview of the main methods of retrieving matrices and tensors with missing data will be performed under the low rank hypothesis. Illustrative examples will be provided.


FILTRAGE, IDENTIFICATION ET COMMANDE ADAPTATIVE DES SYSTEMES LINEAIRES STOCHASTIQUES A TEMPS DISCRET

FILTRAGE, IDENTIFICATION ET COMMANDE ADAPTATIVE DES SYSTEMES LINEAIRES STOCHASTIQUES A TEMPS DISCRET

Author: Gérard Favier

Publisher:

Published: 1981

Total Pages: 484

ISBN-13:

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FILTRAGE DES SYSTEMES LINEAIRES STOCHASTIQUES, LE FILTRE DE KALMAN ET SES PRINCIPALES VARIANTES: LE FILTRE INFORMATION, LES ALGORITHMES DE FACTORISATION, LES ALGORITHMES RAPIDES. MODELISATION, REALISATION ET IDENTIFICATION DES SYSTEMES LINEAIRES STOCHASTIQUES. COMMANDE ADAPTATIVE DES SYSTEMES LINEAIRES STOCHASTIQUES, LES REGULATEURS AUTOAJUSTABLES


Algebraic Identification and Estimation Methods in Feedback Control Systems

Algebraic Identification and Estimation Methods in Feedback Control Systems

Author: Hebertt Sira-Ramírez

Publisher: John Wiley & Sons

Published: 2014-03-13

Total Pages: 498

ISBN-13: 1118730585

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Algebraic Identification and Estimation Methods in Feedback Control Systems presents a model-based algebraic approach to online parameter and state estimation in uncertain dynamic feedback control systems. This approach evades the mathematical intricacies of the traditional stochastic approach, proposing a direct model-based scheme with several easy-to-implement computational advantages. The approach can be used with continuous and discrete, linear and nonlinear, mono-variable and multi-variable systems. The estimators based on this approach are not of asymptotic nature, and do not require any statistical knowledge of the corrupting noises to achieve good performance in a noisy environment. These estimators are fast, robust to structured perturbations, and easy to combine with classical or sophisticated control laws. This book uses module theory, differential algebra, and operational calculus in an easy-to-understand manner and also details how to apply these in the context of feedback control systems. A wide variety of examples, including mechanical systems, power converters, electric motors, and chaotic systems, are also included to illustrate the algebraic methodology. Key features: Presents a radically new approach to online parameter and state estimation. Enables the reader to master the use and understand the consequences of the highly theoretical differential algebraic viewpoint in control systems theory. Includes examples in a variety of physical applications with experimental results. Covers the latest developments and applications. Algebraic Identification and Estimation Methods in Feedback Control Systems is a comprehensive reference for researchers and practitioners working in the area of automatic control, and is also a useful source of information for graduate and undergraduate students.


The Digital Control of Systems

The Digital Control of Systems

Author: C. Fargeon

Publisher: Springer

Published: 1989-10-15

Total Pages: 488

ISBN-13:

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During the first quarter of 1983, following numerous comments from industry and universities concerning the limited distribution of the results of research contracts financed by the DRET, the idea of publishing these results first took root. Using the fourteen chosen authors mentioned on the cover page, all of whom work under contract for the DRET, the research results have been brought together and elaborated on in this book. A second idea, reflected in the structure of this work, was the desire to make certain control techniques, which had hitherto been restricted to specialist researchers, available to a larger number of engineers and students. Thus the second part of this book, concerned with practical applications, illustrates the use of algorithms whose theory is described in the first part. The first part is the result of a large amount of work which brings together the many different strands of current work. The applications to machines and robots enhance the book by providing non-academic illustrations. Each application may form the subject of a case study in an engineering course. Readers engaged in teaching may contact the authors if they require more detailed information.


Modèles physiques, création musicale et ordinateur

Modèles physiques, création musicale et ordinateur

Author: ACROE

Publisher: Les Editions de la MSH

Published: 1994

Total Pages: 344

ISBN-13: 9782735105793

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L'informatique musicale a déjà une histoire. Depuis son origine, quasiment identique à celle de l'ordinateur, elle a developpé des techniques de synthèse de son, aidé à comprendre le fonctionnement de la perception, proposé des systèmes pour l'analyse et la construction de structures musicales, créé des outils pour la composition... Récemment est apparu un courant nouveau : celui de la synthèse par “modèle physique” auquel on doit de nombreuses réalisations, depuis les premiers algorithmes de simulation d'objets vibrants vers la fin des années 70, jusqu'aux circuits intégrés spécialisés bientôt disponibles, en passant par des machines étudiées pour la simulation physique en temps-réel. Essentiellement attaché à la production du phénomène sonore dans les systèmes musicaux informatiques, il annonce véritablement une mutation dans la manière même d'envisager le rôle de l'ordinateur dans le processus général de représentation et de création.