Approximation and weak convergence methods for random processes, with applications to stochastic systems theory / Harold J. Kushner |
Autore | Kushner, Harold J. |
Pubbl/distr/stampa | Cambridge, Mass. : MIT Press, c1984 |
Descrizione fisica | xvii, 269 p. ; 24 cm. |
Disciplina | 519.23 |
Collana | The MIT Press series in signal processing, optimization, and control ; 6 |
Soggetto topico |
Approximation theory
Convergence Stochastic processes Stochastic systems |
ISBN | 0262110903 |
Classificazione |
AMS 60F05
QA274.K87 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000693049707536 |
Kushner, Harold J. | ||
Cambridge, Mass. : MIT Press, c1984 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
Autore | Simiu Emil |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 515/.352 |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
Soggetto genere / forma | Electronic books. |
ISBN |
0-691-05094-5
1-4008-3250-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
Record Nr. | UNINA-9910465343003321 |
Simiu Emil | ||
Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
Autore | Simiu Emil |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 515/.352 |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
ISBN |
0-691-05094-5
1-4008-3250-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
Record Nr. | UNINA-9910786748903321 |
Simiu Emil | ||
Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
Autore | Simiu Emil |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 515/.352 |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
ISBN |
0-691-05094-5
1-4008-3250-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
Record Nr. | UNINA-9910827211303321 |
Simiu Emil | ||
Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Comparison methods for stochastic models and risks / Alfred Müller, Dietrhich Stoyan |
Autore | Müller, Alfred |
Pubbl/distr/stampa | Chichester ; New York : Wiley, c2002 |
Descrizione fisica | xii, 330 p. : ill. ; 23 cm |
Disciplina | 519.23 |
Altri autori (Persone) | Stoyan, Dietrich |
Collana | Wiley series in probability and statistics |
Soggetto topico | Stochastic systems |
ISBN | 0471494461 |
Classificazione |
AMS 60E15
AMS 62E10 AMS 62P05 LC QA402.M835 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000766729707536 |
Müller, Alfred | ||
Chichester ; New York : Wiley, c2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Continuous-time Markov jump linear systems / / Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov |
Autore | Costa Oswaldo L. V |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | New York, : Springer, 2013 |
Descrizione fisica | 1 online resource (294 p.) |
Disciplina | 003.76 |
Altri autori (Persone) |
FragosoMarcelo D
TodorovMarcos G |
Collana | Probability and its applications |
Soggetto topico |
Stochastic control theory
Stochastic systems Linear systems Control theory Markov processes |
ISBN |
1-283-94496-0
3-642-34100-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1.Introduction -- 2.A Few Tools and Notations -- 3.Mean Square Stability -- 4.Quadratic Optimal Control with Complete Observations -- 5.H2 Optimal Control With Complete Observations -- 6.Quadratic and H2 Optimal Control with Partial Observations -- 7.Best Linear Filter with Unknown (x(t), θ(t)) -- 8.H_$infty$ Control -- 9.Design Techniques -- 10.Some Numerical Examples -- A. Coupled Differential and Algebraic Riccati Equations -- B. The Adjoint Operator and Some Auxiliary Results -- References. - Notation and Conventions -- Index. |
Record Nr. | UNINA-9910437866903321 |
Costa Oswaldo L. V | ||
New York, : Springer, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Control and system theory of discrete-time stochastic systems / / Jan H. van Schuppen |
Autore | Schuppen J. H. van |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (940 pages) |
Disciplina | 629.8312 |
Collana | Communications and Control Engineering |
Soggetto topico |
Stochastic control theory
Stochastic systems Discrete-time systems Teoria de control Processos estocàstics Sistemes estocàstics Sistemes de temps discret |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-66952-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910495184703321 |
Schuppen J. H. van | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Dependence with complete connections and its applications / Marius Iosifescu, Serban Grigorescu |
Autore | Iosifescu, Marius |
Edizione | [1st ed] |
Pubbl/distr/stampa | Cambridge [England] ; New York : Cambridge University Press, 1990 |
Descrizione fisica | xiv, 304 p. ; 24 cm. |
Disciplina | 519.2 |
Altri autori (Persone) | Grigorescu, Serbanauthor |
Collana | Cambridge tracts in mathematics ; 96 |
Soggetto topico |
Connections
Markov processes Stochastic systems |
ISBN | 0521333318 |
Classificazione |
AMS 60G99
AMS 60J05 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000808989707536 |
Iosifescu, Marius | ||
Cambridge [England] ; New York : Cambridge University Press, 1990 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Feedback strategies for partially observable stochastic systems / Yaakov Yavin |
Autore | Yavin, Yaakov |
Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, 1983 |
Descrizione fisica | vi, 233 p. : ill. ; 25 cm. |
Disciplina | 519.2 |
Collana | Lecture notes in control and information sciences ; 48 |
Soggetto topico |
Feedback control systems
Stochastic systems |
ISBN | 3540122087 |
Classificazione | AMS 93E |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000886839707536 |
Yavin, Yaakov | ||
Berlin ; New York : Springer-Verlag, 1983 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Foundations and trends in stochastic systems |
Pubbl/distr/stampa | Hanover, MA, : Now Publishers, Inc |
Disciplina | 003.76 |
Soggetto topico | Stochastic systems |
Soggetto genere / forma | Periodicals. |
ISSN | 1551-3092 |
Formato | Materiale a stampa |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti | Stochastic systems |
Record Nr. | UNISA-996199211503316 |
Hanover, MA, : Now Publishers, Inc | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|