Identification and Stochastic Adaptive Control (Hardcover, 2nd ed.)

Identifying the input-output relationship of a system or discovering the evolutionary law of a signal on the basis of observation data, and applying the constructed mathematical model to predicting, controlling or extracting other useful information constitute a problem that has been drawing a lot of attention from engineering and gaining more and more importance in econo metrics, biology, environmental science and other related areas. Over the last 30-odd years, research on this problem has rapidly developed in various areas under different terms, such as time series analysis, signal processing and system identification. Since the randomness almost always exists in real systems and in observation data, and since the random process is sometimes used to model the uncertainty in systems, it is reasonable to consider the object as a stochastic system. In some applications identification can be carried out off line, but in other cases this is impossible, for example, when the structure or the parameter of the system depends on the sample, or when the system is time-varying. In these cases we have to identify the system on line and to adjust the control in accordance with the model which is supposed to be approaching the true system during the process of identification. This is why there has been an increasing interest in identification and adaptive control for stochastic systems from both theorists and practitioners."

General

Imprint:	Birkhauser Boston
Country of origin:	United States
Series:	Systems & Control: Foundations & Applications
Release date:	November 1991
First published:	1991
Authors:	Han-Fu Chen • Lei Guo
Dimensions:	235 x 155 x 25mm (L x W x T)
Format:	Hardcover
Pages:	435
Edition:	2nd ed.
ISBN-13:	978-0-8176-3597-8
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
LSN:	0-8176-3597-1
Barcode:	9780817635978

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