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Author: El-Kébir Boukas
Publisher: Springer Science & Business Media
Published: 2006
Total Pages: 426
ISBN-13: 9780817637828
DOWNLOAD EBOOKAn introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
Author: Allanus Hak-Man Tsoi
Publisher: World Scientific
Published: 2011
Total Pages: 274
ISBN-13: 9814355712
DOWNLOAD EBOOKPt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise multiplication / A.H. Tsoi. 3. Invariance principle of regime-switching diffusions / C. Zhu and G. Yin -- pt. II. Finance and stochastics. 4. Real options and competition / A. Bensoussan, J.D. Diltz and S.R. Hoe. 5. Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments / M. Brown, E.A. Pekoz and S.M. Ross. 6. Filtering with counting process observations and other factors : applications to bond price tick data / X. Hu, D.R. Kuipers and Y. Zeng. 7. Jump bond markets some steps towards general models in applications to hedging and utility problems / M. Kohlmann and D. Xiong. 8. Recombining tree for regime-switching model : algorithm and weak convergence / R.H. Liu. 9. Optimal reinsurance under a jump diffusion model / S. Luo. 10. Applications of counting processes and martingales in survival analysis / J. Sun. 11. Stochastic algorithms and numerics for mean-reverting asset trading / Q. Zhang, C. Zhuang and G. Yin
Author: Abdellah Benzaouia
Publisher: Springer Science & Business Media
Published: 2012-03-30
Total Pages: 300
ISBN-13: 1447128990
DOWNLOAD EBOOKSaturated Switching Systems treats the problem of actuator saturation, inherent in all dynamical systems by using two approaches: positive invariance in which the controller is designed to work within a region of non-saturating linear behaviour; and saturation technique which allows saturation but guarantees asymptotic stability. The results obtained are extended from the linear systems in which they were first developed to switching systems with uncertainties, 2D switching systems, switching systems with Markovian jumping and switching systems of the Takagi-Sugeno type. The text represents a thoroughly referenced distillation of results obtained in this field during the last decade. The selected tool for analysis and design of stabilizing controllers is based on multiple Lyapunov functions and linear matrix inequalities. All the results are illustrated with numerical examples and figures many of them being modelled using MATLAB®. Saturated Switching Systems will be of interest to academic researchers in control systems and to professionals working in any of the many fields where systems are affected by saturation including: chemical and pharmaceutical batch processing, manufacturing (for example in steel rolling), air-traffic control, and the automotive and aerospace industries.
Author: Vladimir S. Korolyuk
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 195
ISBN-13: 940114625X
DOWNLOAD EBOOKIn this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.
Author: Yonggui Kao
Publisher: Springer Nature
Published: 2023-11-15
Total Pages: 200
ISBN-13: 9819957486
DOWNLOAD EBOOKThis book proposes analysis and design techniques for Markov jump systems (MJSs) using Lyapunov function and sliding mode control techniques. It covers a range of topics including stochastic stability, finite-time boundedness, actuator-fault problem, bumpless transfer scheme, and adaptive sliding mode fault-tolerant control for uncertain MJSs. Notably, the book presents a new model for deception attacks (DAs), establishing the correlation between attacks and time delays, which should be of particular interest due to the recent increase in such attacks. The book's content is presented in a comprehensive, progressive manner, with fundamental principles introduced first before addressing more advanced techniques. The book features illustrations and tables, providing readers with a practical and intuitive approach to applying these methods in their own research. This book will prove invaluable to researchers and graduate students in control engineering and applied mathematics with an interest in the latest developments in MJSs.
Author: Lakhmi C. Jain
Publisher: Springer Nature
Published: 2021-03-14
Total Pages: 378
ISBN-13: 9813348267
DOWNLOAD EBOOKThis book presents best selected research papers presented at the Thirteenth International Conference on Applied Mathematics and Mechanics in the Aerospace Industry (AMMAI 2020), held from September 6 to September 13, 2020, at the Alushta Health and Educational Center (The Republic of Crimea). The book is dedicated to solving actual problems of applied mechanics using modern computer technology including smart paradigms. Physical and mathematical models, numerical methods, computational algorithms, and software complexes are discussed, which allow to carry out high-precision mathematical modeling in fluid, gas, and plasma mechanics, in general mechanics, deformable solid mechanics, in strength, destruction and safety of structures, etc. Technologies and software systems that provide effective solutions to the problems at various multi-scale levels are considered. Special attention is paid to the training of highly qualified specialists for the aviation and space industry. The book is recommended for specialists in the field of applied mathematics and mechanics, mathematical modeling, information technologies, and developers of modern applied software systems.
Author: Lakhmi C. Jain
Publisher: Springer Nature
Published: 2020-03-31
Total Pages: 386
ISBN-13: 9811526001
DOWNLOAD EBOOKThis book discusses physical and mathematical models, numerical methods, computational algorithms and software complexes, which allow high-precision mathematical modeling in fluid, gas, and plasma mechanics; general mechanics; deformable solid mechanics; and strength, destruction and safety of structures. These proceedings focus on smart technologies and software systems that provide effective solutions to real-world problems in applied mechanics at various multi-scale levels. Highlighting the training of specialists for the aviation and space industry, it is a valuable resource for experts in the field of applied mathematics and mechanics, mathematical modeling and information technologies, as well as developers of smart applied software systems.
Author: Uday B. Desai
Publisher: Springer Science & Business Media
Published: 1986-10-31
Total Pages: 310
ISBN-13: 9780898381771
DOWNLOAD EBOOKThe subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).
Author: Xuerong Mao
Publisher: Imperial College Press
Published: 2006
Total Pages: 430
ISBN-13: 1860947018
DOWNLOAD EBOOKThis textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
Author: Francesco Vasca
Publisher: Springer Science & Business Media
Published: 2012-03-30
Total Pages: 493
ISBN-13: 1447128842
DOWNLOAD EBOOKThe increased efficiency and quality constraints imposed on electrical energy systems have inspired a renewed research interest in the study of formal approaches to the analysis and control of power electronics converters. Switched systems represent a useful framework for modeling these converters and the peculiarities of their operating conditions and control goals justify the specific classification of “switched electronic systems”. Indeed, idealized switched models of power converters introduce problems not commonly encountered when analyzing generic switched models or non-switched electrical networks. In that sense the analysis of switched electronic systems represents a source for new ideas and benchmarks for switched and hybrid systems generally. Dynamics and Control of Switched Electronic Systems draws on the expertise of an international group of expert contributors to give an overview of recent advances in the modeling, simulation and control of switched electronic systems. The reader is provided with a well-organized source of references and a mathematically-based report of the state of the art in analysis and design techniques for switched power converters. Intuitive language, realistic illustrative examples and numerical simulations help the reader to come to grips with the rigorous presentation of many promising directions of research such as: converter topologies and modulation techniques; continuous-time, discrete-time and hybrid models; modern control strategies for power converters; and challenges in numerical simulation. The guidance and information imparted in this text will be appreciated by engineers, and applied mathematicians working on system and circuit theory, control systems development, and electronic and energy conversion systems design.
