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This book presents recent advanced techniques in sliding mode
control and observer design for industrial power systems, focusing
on their applications in polymer electrolyte membrane fuel cells
and power converters. Readers will find not only valuable new fault
detection and isolation techniques based on sliding mode control
and observers, but also a number of robust control and estimation
methodologies combined with fuzzy neural networks and extended
state observer methods. The book also provides necessary
experimental and simulation examples for proton exchange membrane
fuel cell systems and power converter systems. Given its scope, it
offers a valuable resource for undergraduate and graduate students,
academics, scientists and engineers who are working in the field.
This book presents recent advanced techniques in sliding mode
control and observer design for industrial power systems, focusing
on their applications in polymer electrolyte membrane fuel cells
and power converters. Readers will find not only valuable new fault
detection and isolation techniques based on sliding mode control
and observers, but also a number of robust control and estimation
methodologies combined with fuzzy neural networks and extended
state observer methods. The book also provides necessary
experimental and simulation examples for proton exchange membrane
fuel cell systems and power converter systems. Given its scope, it
offers a valuable resource for undergraduate and graduate students,
academics, scientists and engineers who are working in the field.
The field of financial econometrics has exploded over the last
decade. This book represents an integration of theory, methods, and
examples using the S-PLUS statistical modeling language and the
S+FinMetrics module to facilitate the practice of financial
econometrics. This is the first book to show the power of S-PLUS
for the analysis of time series data. It is written for researchers
and practitioners in the finance industry, academic researchers in
economics and finance, and advanced MBA and graduate students in
economics and finance. Readers are assumed to have a basic
knowledge of S-PLUS and a solid grounding in basic statistics and
time series concepts.This second edition is updated to cover
S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear
regime switching models, continuous-time financial models,
generalized method of moments, semi-nonparametric conditional
density models, and the efficient method of moments.
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