Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control

by L. Gerencser (Editor), P. E. Caines (Editor)

Overview

This book contains a collection of survey papers in the areas of modelling, estimation and adaptive control of shastic systems describing recent efforts to develop a systematic and elegant theory of identification and adaptive control. It is meant to provide a fast introduction to some of the recent achievements. The book is intended for graduate students and researchers interested in statistical problems of control in general. Students in robotics and communication will also find it valuable. Readers are expected to be familiar with the fundamentals of probability theory and shastic processes.

Product Details

ISBN-13:	9783540541332
Publisher:	Springer Berlin Heidelberg
Publication date:	08/23/1991
Series:	Lecture Notes in Control and Information Sciences , #161
Pages:	405
Product dimensions:	6.69(w) x 9.61(h) x (d)

Table of Contents

Direct modeling of white noise in shastic systems.- Markovian representations of cyclostationary processes.- Parametriztions of linear shastic systems.- Shastic realization for approximate modeling.- Representation of inner products and shastic realization.- On realization and identification of shastic bilinear systems.- On shastic partial differential equations. Results on approximations.- Developments in parameter bounding.- Recent progress in parallel shastic approximations.- On the adaptive stabilization and ergodic behaviour of shastic systems with jump-Markov parameters via nonlinear filtering.- Identification and adaptive control for ARMAX systems.- Some methods for the adaptive control of continuous time linear shastic systems.- Strong approximation results in estimation and adaptive control.- Shastic adaptive control: Results and perspective.- Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant shastic systems.- Stability of Markov chains on topological spaces with applications to adaptive control and time series analysis.