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.