Stochastic System Example
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Stochastic Models of Systems
Author: Vladimir S. Korolyuk
language: en
Publisher: Springer Science & Business Media
Release Date: 1999-02-28
In 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.
Control and System Theory of Discrete-Time Stochastic Systems
Author: Jan H. van Schuppen
language: en
Publisher: Springer Nature
Release Date: 2021-08-02
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.
INTRODUCTION TO LINEAR AND DIGITAL CONTROL SYSTEMS
Author: ARUN K. GHOSH
language: en
Publisher: PHI Learning Pvt. Ltd.
Release Date: 2007-05-02
This book presents comprehensive coverage of linear control systems along with an introduction to digital control systems. It is designed for undergraduate courses in control systems taught in departments of electrical engineering, electronics and instrumentation, electronics and communication, instrumentation and control, and computer science and engineering. The text discusses the important concepts of control systems, transfer functions and system components. It describes system stability, employing the Hurwitz–Routh stability criterion, root locus technique, Bode plot, and polar and Nyquist plots. In addition, this student-friendly book features in-depth coverage of controllers, compensators, state-space modelling and discrete time systems. KEY FEATURES •Includes a brief tutorial on MATLAB in an appendix to help students learn how to use it for the analysis and design of control systems. •Provides an abundance of worked-out examples and review questions culled from university examination papers. •Gives answers to selected chapter-end questions at the end of the book.