Stochastic Systems For Engineers

Author : E. Wong
Publisher : Springer Science & Business Media
ISBN 13 : 1461250609
Total Pages : 372 pages
Book Rating : 4.09/5 ( download)

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Download or read book Stochastic Processes in Engineering Systems written by E. Wong and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : John A. Borrie
Publisher :
ISBN 13 :
Total Pages : 308 pages
Book Rating : 4.74/5 ( download)

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Download or read book Stochastic Systems for Engineers written by John A. Borrie and published by . This book was released on 1992 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs.

Author : Mircea Grigoriu
Publisher : Springer Science & Business Media
ISBN 13 : 1447123271
Total Pages : 534 pages
Book Rating : 4.79/5 ( download)

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Download or read book Stochastic Systems written by Mircea Grigoriu and published by Springer Science & Business Media. This book was released on 2012-05-15 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.

Author : Spyros G. Tzafestas
Publisher : CRC Press
ISBN 13 : 1000147983
Total Pages : 412 pages
Book Rating : 4.88/5 ( download)

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Download or read book Stochastic Large-Scale Engineering Systems written by Spyros G. Tzafestas and published by CRC Press. This book was released on 2020-08-18 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.

Author : Anders Lindquist
Publisher : Springer
ISBN 13 : 3662457504
Total Pages : 788 pages
Book Rating : 4.04/5 ( download)

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Download or read book Linear Stochastic Systems written by Anders Lindquist and published by Springer. This book was released on 2015-04-24 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

Author : P. R. Kumar
Publisher : SIAM
ISBN 13 : 1611974259
Total Pages : 371 pages
Book Rating : 4.56/5 ( download)

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Download or read book Stochastic Systems written by P. R. Kumar and published by SIAM. This book was released on 2015-12-15 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : O.E. Barndorff-Nielsen
Publisher : CRC Press
ISBN 13 : 9781420035988
Total Pages : 306 pages
Book Rating : 4.83/5 ( download)

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Download or read book Complex Stochastic Systems written by O.E. Barndorff-Nielsen and published by CRC Press. This book was released on 2000-08-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.

Author : Carl W. Helstrom
Publisher : MacMillan Publishing Company
ISBN 13 :
Total Pages : 634 pages
Book Rating : 4.29/5 ( download)

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Download or read book Probability and Stochastic Processes for Engineers written by Carl W. Helstrom and published by MacMillan Publishing Company. This book was released on 1991 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : I. St Doltsinis
Publisher : WIT Press
ISBN 13 : 1845646266
Total Pages : 379 pages
Book Rating : 4.64/5 ( download)

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Download or read book Stochastic Methods in Engineering written by I. St Doltsinis and published by WIT Press. This book was released on 2012 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and development activities in the field. Notes on Stochastics eventually address the topic of computational stochastic mechanics. The single volume uniquely presents tutorials on essential probabilistics and statistics, recent finite element methods for stochastic analysis by Taylor series expansion as well as Monte Carlo simulation techniques. Design improvement and robust optimisation represent key issues as does reliability assessment. The subject is developed for solids and structures of elastic and elasto-plastic material, large displacements and material deformation processes; principles are transferable to various disciplines. A chapter is devoted to the statistical comparison of systems exhibiting random scatter. Where appropriate examples illustrate the theory, problems to solve appear instructive; applications are presented with relevance to engineering practice. The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledge and skills in computational mechanics to the domain of stochastics. Contents: Introduction, Randomness, Structural analysis by Taylor series expansion, Design optimization, Robustness, Monte Carlo techniques for system response and design improvement, Reliability, Time variant phenomena, Material deformation processes, Analysis and comparison of data sets, Probability distribution of test functions.

Author : V. G. Kulkarni
Publisher : Springer
ISBN 13 : 1441917721
Total Pages : 313 pages
Book Rating : 4.20/5 ( download)

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Download or read book Introduction to Modeling and Analysis of Stochastic Systems written by V. G. Kulkarni and published by Springer. This book was released on 2010-11-03 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.