Pub. Date:
Elsevier Science
Stochastic Dynamics and Control

Stochastic Dynamics and Control

by Jian-Qiao Sun Ph.D., M.S., B.S.


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Product Details

ISBN-13: 9780444522306
Publisher: Elsevier Science
Publication date: 11/07/2006
Series: Monograph Series on Nonlinear Science and Complexity Series , #4
Edition description: New Edition
Pages: 426
Product dimensions: 0.94(w) x 9.21(h) x 6.14(d)

About the Author

Professor J. Q. Sun started working on random vibrations of nonlinear systems when he did his doctoral research at the University of California-Berkeley in 1980s. Since joining the faculty at the University of Delaware in 1994, he has successfully completed several research projects on analysis and control of stochastic systems.

Table of Contents

1. Introduction
2. Probability Theory
3. Stochastic Processes
4. Spectral Analysis of Stochastic Processes
5. Stochastic Calculus
6. Fokker-Planck-Kologorov Equation
7. Kolmogorov Backward Equation
8. Random Vibration of SDOF Systems
9. Random Vibration of MDOF Discrete Systems
10. Random Vibration of Continuous Structures
11. Structural Reliability
12. Monte Carlo Simulation
13. Elements of Feedback Controls
14. Feedback Control of Stochastic Systems
15. Concepts of Optimal Controls
16. Stochastic Optimal Control with the GCM Method
17. Sliding Mode Control
18. Control of Stochastic Systems with Time Delay
19. Probability Density Function Control
A. Matrix Computation
B. Laplace Transformation

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