Book Description
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
Customer Reviews:
Outstanding inclusive text on estimation theory!.......2004-06-03
It presents the fundamentals of state estimation theory and the tools for the design of state-of-the-art algorithms for navigation and tracking, vehicle attitude determination. There is a lot of material that is covered by this book. The examples are well presented and they really help you when working on the problems at the end of each chapter. Also, computer routines for all the examples shown in the text can be accessed. I have to say that this is an excellent book for estimation of dynamic systems.
Average customer rating:
- insufficient for all levels
- Good Book
- The Good, the Bad, and the Insufficent
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Linear System Theory and Design (Oxford Series in Electrical and Computer Engineering)
Chi-Tsong Chen
Manufacturer: Oxford University Press, USA
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Nonlinear Systems (3rd Edition)
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Discrete-Time Signal Processing (2nd Edition)
ASIN: 0195117778 |
Book Description
An extensive revision of the author's highly successful text, this third edition of Linear System Theory and Design has been made more accessible to students from all related backgrounds. After introducing the fundamental properties of linear systems, the text discusses design using state equations and transfer functions. In state-space design, Lyapunov equations are used extensively to design state feedback and state estimators. In the discussion of transfer-function design, pole placement, model matching, and their applications in tracking and disturbance rejection are covered. Both one-and two-degree-of-freedom configurations are used. All designs can be accomplished by solving sets of linear algebraic equations. The two main objectives of the text are to: DT use simple and efficient methods to develop results and design procedures DT enable students to employ the results to carry out design All results in this new edition are developed for numerical computation and illustrated using MATLAB, with an emphasis on the ideas behind the computation and interpretation of results. This book develops all theorems and results in a logical way so that readers can gain an intuitive understanding of the theorems. This revised edition begins with the time-invariant case and extends through the time-varying case. It also starts with single-input single-output design and extends to multi-input multi-output design. Striking a balance between theory and applications, Linear System Theory and Design, 3/e, is ideal for use in advanced undergraduate/first-year graduate courses in linear systems and multivariable system design in electrical, mechanical, chemical, and aeronautical engineering departments. It assumes a working knowledge of linear algebra and the Laplace transform and an elementary knowledge of differential equations.
Customer Reviews:
insufficient for all levels.......2005-03-08
I found this book to be inadequate at all levels. It does not go into sufficient detail for beginners, and neither does it provide rigor for the experienced controls student. Do yourself a favor and buy separate texts for the basics (like Brogan's Modern Control Theory) and for the advanced.
Good Book.......2000-08-20
Up to this time,there are no 5 stars books in Linear Systems. However, this book is one of the best 4 stars books available for the subject. Through the book, the author sometimes assumes that you know or understand some topic, formula,...etc. without mentioning it. However,you can do it, but it may take you some time to figure out what it is. If you are good enough in linear algebra you will have no problems to handle the book up to the last page. Chapter 2 & 3 are the most important chapters in the book because they prepare you for the rest of the book. MATLAB is being used in a nice and helpful way to visualize some concepts and applications of the linear control theory. I recommend this book as a textbook for an introductory linear systems course and also for self teaching purposes.
The Good, the Bad, and the Insufficent.......2000-04-01
My overall impression with this book is: satisfactory. Though there are a more errors then desired, and a few that are pretty confusing, the majority of the book is accurate and very instructive. I would recommend this book as a reference for introductory treatment of Linear System Theory and DI just completed this book in the beginning of March. Having a Controls background I found this book both helpful and instructive, yet lacking in sufficient detailed explanation on some tough topics. Chapter 2: 'Mathematical Descriptions of Systems' was very helpful with the detailed definitions and easy examples. Chapter 3: 'Linear Algebra' is a chapter that could use expanding. Some of the topics addressed in this section are speedily discussed and rapidly completed. The first edition of this book was chided for it length. This edition must be chided for it brevity. However, when lack of explanation abounds, examples and homework problems can make up for deficient instruction. Chapters 4 through 6 are easy to follow and through in their treatment. Chapter 7, however, is another chapter where too much explanation was removed. The examples are hard to follow in this chapter, and there are a few very confusing mistakes. Chapters 8 and 9 are very well written, though confused at times. However, they yield a sufficient knowledge of the addressed topics.
My overall impression with this book is: satisfactory. Though there are a more errors then desired, and a few that are pretty confusing, the majority of the book is accurate and very instructive. I would recommend this book as a reference for introductory treatment of Linear System Theory and Design.esign.
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Architecture of Systems Problem Solving (IFSR International Series on Systems Science and Engineering)
George J. Klir , and
Doug Elias
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Facets Of System Science (IFSR International Series on Systems Science and Engineering)
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Uncertainty and Information: Foundations of Generalized Information Theory
ASIN: 0306473577 |
Book Description
This is the definitive text for one of the major schools of thought in systems science. It presents both a comprehensive framework for characterizing all forms of systems problems, and a set of specific methodologies for some key problems. These methodologies are based on a combination of classical and fuzzy set theories, probability and possibility theories, graph and hypergraph theories, and information theory, among others. The hardcopy text contains a revised, updated and condensed version of the first edition, accompanied by a CD containing supplementary material including additional chapters on related topics, explanatory material drawn from many years of class presentations and lectures, exercises, and fully worked out examples showing both the framework and methodology in operation on actual real-world problems. Fully operational software is made available on an associated website. The material is suitable for upper-level undergraduates and first-year graduate students with a modest background in discrete math, probability and statistics.
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Evolution of Networks: From Biological Nets to the Internet and WWW (Physics)
S. N. Dorogovtsev , and
J. F. F. Mendes
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Six Degrees: The Science of a Connected Age (Open Market Edition)
ASIN: 0198515901 |
Book Description
Only recently did mankind realise that it resides in a world of networks. The Internet and World Wide Web are changing our life. Our physical existence is based on various biological networks. We have recently learned that the term "network" turns out to be a central notion in our time, and the consequent explosion of interest in networks is a social and cultural phenomenon. The principles of the complex organization and evolution of networks, natural and artificial, are the topic of this book, which is written by physicists and is addressed to all involved researchers and students. The aim of the text is to understand networks and the basic principles of their structural organization and evolution. The ideas are presented in a clear and a pedagogical way, with minimal mathematics, so even students without a deep knowledge of mathematics and statistical physics will be able to rely on this as a reference. Special attention is given to real networks, both natural and artifical. Collected empirical data and numerous real applications of existing theories are discussed in detail, as well as the topical problems of communication networks.
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Modern Statistical System And Gpss Simulation
Zaven A. Karian
Manufacturer: CRC Press
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ASIN: 0849339227 |
Book Description
Modern Statistical, Systems, and GPSS Simulation, Second Edition introduces the theory and implementation of discrete-event simulation. This text: o establishes a theoretical basis for simulation methodology o provides details of an important simulation language (GPSS - General Purpose Simulation System) o integrates these two elements in a systems simulation case study Valuable additions to the second edition include coverage of random number generators with astronomic period, new entropy-based tests of uniformity, gamma variate generation, results on the GLD, and variance reduction techniques. GPSS/PC is an interactive implementation of GPSS for the IBM-PC compatible family of microcomputers. The disk accompanying Modern Statistical, Systems, and GPSS Simulation contains the limited educational version of GPSS/PC with many illustrative examples discussed in the text.
Book Description
This book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions, or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulations are included, as well as those of more recent interest such as ergodic control, singular control and the types of reflected diffusions used as models of queuing networks. Applications to complex deterministic problems are illustrated via application to a large class of problems from the calculus of variations. The general approach is known as the Markov Chain Approximation Method. The required background to stochastic processes is surveyed, there is an extensive development of methods of approximation, and a chapter is devoted to computational techniques. The book is written on two levels, that of practice (algorithms and applications) and that of the mathematical development. Thus the methods and use should be broadly accessible. This update to the first edition will include added material on the control of the 'jump term' and the 'diffusion term.' There will be additional material on the deterministic problems, solving the Hamilton-Jacobi equations, for which the authors' methods are still among the most useful for many classes of problems. All of these topics are of great and growing current interest.
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Cybernetical Physics: From Control of Chaos to Quantum Control (Understanding Complex Systems)
Alexander L. Fradkov
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ASIN: 3540462759 |
Book Description
The control of complex systems is one of the most important aspects in dealing with systems exhibiting nonlinear behaviour or similar features that defy traditional control techniques. This specific subject is gradually becoming known as cybernetical physics, borrowing methods from both theoretical physics and control engineering. Emphasis of the book is on the examination of fundamental limits on energy transformation by means of control procedures in both conservative and dissipative systems. A survey of application in physics includes the control of synchronisation of coupled oscillators, pendulum chains, reactions in physical chemistry and of quantum systems such as the dissociation of diatomic molecules.
This book has been written having research from various backgrounds in physics, mathematics and engineering in mind and is thus also suitable as introduction to graduate students working on the understanding of a broad range of complex systems in the natural sciences.
Book Description
Simulation is increasingly important for students in a wide variety of fields, from engineering and physical sciences to medicine, biology, economics, and applied mathematics. Current trends point toward interdisciplinary courses in simulation intended for all students regardless of their major, but most textbooks are subject-specific and consequently are not suitable for such a course. Simulation of Dynamic Systems with MATLAB® and Simulink® offers a unified introduction to continuous simulation that focuses on the common principles underlying the vast array of simulation models that describe very different phenomena. Written by accomplished expert Harold Klee, this text builds an in-depth and intuitive understanding of the basic concepts and mathematical tools that students can easily generalize to their own field of study. The author includes case studies, real-world examples, abundant homework problems, and thousands of equations to develop a practical understanding of the concepts. Moreover, he incorporates MATLAB® and Simulink® tools to help students gain experience with designing, implementing, and adjusting their simulations. This classroom-tested text works systematically through linear, continuous-time, and discrete-time dynamic systems as well as basic, intermediate, and advanced topics in numerical integration. Supplying downloadable MATLAB M-files and Simulink model files, Simulation of Dynamic Systems with MATLAB® and Simulink® is ideal for a one- or two-semester course in continuous simulation, offering valuable flexibility for instructors.
Book Description
This text presents a complete and detailed development of the analysis, design and characterization of non-linear systems using the Volterra and Wiener theories, as well as gate functions, thus yielding new insights and a better comprehension of the subject. The Volterra and Wiener theories are useful in the study of systems in biological, mechanical, and electrical fields.
New Material
A new chapter has been added that is a discussion of a method of using the Gate functions for the construction of a calculator by which optimum systems can be determined for any input and desired output for any proper weighted or unweighted error criterion. Advances in computer technology since the original publication of this text have made such an optimum system calculator practical.
Appendices C, D, and E contain additional material on applications.
Appendix C: The Volterra theory is used to obtain a nonlinear model for the single-mode laser-diode.
Appendix D: The Volterra theory is used to develop a new method for the analysis and synthesis on nonlinear networks.
Appendix E: The Wiener theory is used to obtain a differential model of a given nonlinear system.
Customer Reviews:
The definitve book on Volterra - Wiener theory.......2007-01-18
This is the only book in print which offers a complete and in depth discussion of the analytical theory of nonlinear systems. For everyone who doesn't want to be limited to purely numerical methods a "must have". It can be used by students with a limited mathematical background because it starts with a short review of linear system theory and the convolution integral and then proceeds in a clear and simple way to more advanced topics.
Book Description
This book explains how chaos makes its presence felt in many varieties of event, from the fluctuation of animal populations to the ups and downs of the stock market.
Customer Reviews:
Great book.......2007-06-15
This was the book that got me hooked on the Introducing... series. I wanted to get a nice overview of Chaos Theory, and this book provided it.
Introducing Chaos Adequate.......2006-05-02
I've read a number of books on Chaos/Complexity, and found this one to be fine. I think my favorite was the one by Mitchell M. Waldrop "Complexity: the Emerging Science at the Edge of Order and Chaos."
At any rate, for the audience for which the book is intended, which is someone who wants an easy-to-read introduction on chaos, I think the book is perfectly adequate.
"Chaos" (not Chaos theory) is all this book introduces you........2002-05-14
I was looking for an easy-to-understand book on Chaos Theory for some non-English speakers (say, some Japanese students) to read, and I personally like "Introducing Fractal Geometry", so I got my hand on this book...
It was a mistake.
I would not say much about this. The author did introduce Chaos, not really Chaos theory, to the readers. He tried his best, I believe, to make things easy to understand by simplifying things... However, in doing so, he had just created Chaos.
Hence, this book is probably one of the best examples of "How Simplicity creates Complexity and Chaos"... a simple scheme found in Complex systems (like complex Cellular Automata which emerged from a simple set of rules).
One thing, while a lot of names (technical terms) were introduced, almost all of them are left unexplained. And I think only "introducing" is never enough. (Well, it was the name of the book afterall... this book wasn't named "Explaing Chaos" :)
There are other good books on Chaos for layperson. And, in fact, "Introducing Fractal Geometry" did a far better job than this one.
Introduction is what it is!.......2001-12-15
This is an excellent introduction to Chaos. It is aimed at the general non academic reader who may have heard about this buzzword called "Chaos" and wondered what's it all about. It is not for the academic, informed reader but a quick introduction for the intelligent layman or someone who last formally studied science many years ago. It draws heavily on James Gleick's book "Chaos" which was the first book to popularise the subject. If you are busy and want to know something about chaos to see if you then want to find out more, this book is perfect.
Confused and Mistaken.......2001-08-10
The main problem with the book is its emphasis on multiculterism, not to mention that the author simply does not know his stuff. We are told that Galileo ignored friction in order to get "neat results" and somehow caused Western science to only study linear systems. He seems to think that nonlinearity and chaos are the same thing. He tells us that nonlinear problems are not solvable. He actually suggests that we have only recently seen that the three-body problem is chaotic. (Instead Poincare proved the chaotic nature of the problem around 1890.) He seems to think that Asian philosophies actually capture the mathematical substance of chaos theory. I could go on. If you want to study chaos get the volume "Chaos and Fractals: New Frontiers of Science" by Peitgen, Jurgens, and Saupe.
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