Stochastic Modelling and Control by Mark Davis

Stochastic Modelling and Control by Mark Davis

This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica­ bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis­ turbances are also present, so that the behaviour of the system must be investigated by statistical methods. After a preliminary chapter summarizing elements of probability and linear system theory, we introduce in Chapter 2 some general linear stochastic models, both in input/output and state-space form. Chapter 3 concerns filtering theory: estimation of the state of a dynamical system from noisy observations. As well as being an important topic in its own right, filtering theory provides the link, via the so-called innovations representation, between input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.

Mark S. Davis is a social scientist whose scholarship has appeared in such journals as the Journal of Research on Adolescence, Social Psychiatry and Psychiatric Epidemiology, Journal of Criminal Justice, and Science and Engineering Ethics. He is the author of The Concise Dictionary of Crime and Justice, 2nd Edition and The Role of State Agencies in Translational Criminology: Connecting Research to Policy. Mark holds a PhD in sociology from Ohio State University where he maintains an affiliation with the Criminal Justice Research Center.

Bonnie Berry is the Director of the Social Problems Research Group, USA and formerly university faculty. Her areas of research interest include appearance bias, animal rights, academic misconduct and ethical violations, and all measures of social inequality. She is the author of Social Rage: Emotion and Cultural Conflict, Beauty Bias: Discrimination and Social Power and The Power of Looks: Social Stratification of Physical Appearance and numerous research articles on a range of social problems topics. Her most recent work, Physical Appearance and Crime: How Appearance Affects Crime and the Crime Control Process, is forthcoming in 2018. She is the recipient of the Inconvenient Woman of the Year Award (Division of Women and Crime, American Society of Criminology), the Herbert Bloch Award, and the Mentor of Mentors Award (the latter two from the American Society of Criminology).

SKU	Unavailable
ISBN 13	9789401086400
ISBN 10	9401086400
Title	Stochastic Modelling and Control
Author	Mark Davis
Series	Monographs On Statistics And Applied Probability
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer
Year published	2012-02-13
Number of pages	394
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable