Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science....
Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
inaccuracies lead to the deviation of operational space trajectory provided by the kinematic
One method to deal with this issue can be found in an adaptive control. Xu and Gu
proposed an adaptive control scheme for space robots in both joint space and operational
space [Xu et al., 1992, Gu & Xu, 1993]. However, the adaptive control proposed in [Xu et al.,
1992] requires perfect attitude control and the adaptive control in [Gu & Xu, 1993] is
developed based on an under-actuated system on the assumption that the acceleration of the
base-satellite is measurable.
This is an undergraduate course in digital communications, which is designed to prepare students for engineering work in high-tech industries and for graduate work in communications, signal processing, and computer systems. The course covers basic concepts and useful tools for design and performance analysis of transmitters and receivers in the physical layer of a communication system. Prerequisite: An introductory course in probability. A course in signals and systems. Texts: J.G. Proakis, M. Salehi, Communication Systems Engineering M. P. Fitz, A Course in Communication Theory Graders:...
This best-selling, easy to read book offers the most complete discussion on the theories and principles behind today's most advanced communications systems. Throughout, Haykin emphasizes the statistical underpinnings of communication theory in a complete and detailed manner. Readers are guided though topics ranging from pulse modulation and passband digital transmission to random processes and error-control coding. The fifth edition has also been revised to include an extensive treatment of digital communications....
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.
The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach.
This volume contains 11 chapters. It is an expanded version of the papers
presented at the first Kansas–Missouri Winter School of Applied Probabil-
ity, which was organized by Allanus Tsoi and was held at the University of
Missouri, February 14 and 15, 2008. It brought together researchers from
different parts of the country to review and to update the recent advances,
and to identify future directions in the areas of applied probability, stochas-
tic processes, and their applications.
This is the ninth book of examples from Probability Theory. The topic Stochastic Processes is so big
that I have chosen to split into two books. In the previous (eighth) book was treated examples of
Random Walk and Markov chains, where the latter is dealt with in a fairly large chapter. In this book
we give examples of Poisson processes, Birth and death processes, Queueing theory and other types
of stochastic processes.
This book is the result of several years of teaching and research at
the Federal University of Campina Grande and Federal University of
Pernambuco, Brazil. It is intended to serve as an introductory textbook
for courses dealing with Communication Systems or Modulation Theory.
The modulation theory is dealt with using stochastic processes, which
is novel for undergraduate texts. The book is suitable for the under-
graduate as well as the initial graduate levels of Electrical Engineering
This volume is devoted to the study of feedback control of so-calledlinear
plant/nonlinear instrumentation(LPNI) systems. Such systems appear naturally in
situations where the plant can be viewed as linear but the instrumentation, that
is, actuators and sensors, can not.
This issue of the journal reports some selected contributions from the workshops
BioConcur 2004 chaired by Anna Ingolfsdottir and Hanne Riis Nielson and
BioConcur 2005 chaired by Bud Mishra and Corrado Priami.
There are three contributions from BioConcur 2004. The ﬁrst one is by
Calder, Gilmore and Hillston on the modelling of signalling pathways using the
stochastic process algebra PEPA. The second contribution is by Kuttler and
Niehren on gene regulation in π-calculus.
We have attempted to explain the concepts which have been used and
developed to model the stochastic dynamics of natural and biological systems.
While the theory of stochastic differential equations and stochastic processes
provide an attractive framework with an intuitive appeal to many problems
with naturally induced variations, the solutions to such models are an active
area of research, which is in its infancy. Therefore, this book should provide
a large number of areas to research further.
We propose WIDL-expressions as a ﬂexible formalism that facilitates the integration of a generic sentence realization system within end-to-end language processing applications. WIDL-expressions represent compactly probability distributions over ﬁnite sets of candidate realizations, and have optimal algorithms for realization via interpolation with language model probability distributions. We show the effectiveness of a WIDL-based NLG system in two sentence realization tasks: automatic translation and headline generation. ...
We present a stochastic finite-state model for segmenting Chinese text into dictionary entries and productively derived words, and providing pronunciations for these words; the method incorporates a class-based model in its treatment of personal names. We also evaluate the system's performance, taking into account the fact that people often do not agree on a single segmentation.
We present an algorithm for computing n-gram probabilities from stochastic context-free grammars, a procedure that can alleviate some of the standard problems associated with n-grams (estimation from sparse data, lack of linguistic structure, among others). The method operates via the computation of substring expectations, which in turn is accomplished by solving systems of linear equations derived from the grammar. The procedure is fully implemented and has proved viable and useful in practice. confirming its practical feasibility and utility.
CHAPTER FOCUS Estimation Problem
This is the problem of estimating the state of a linear stochastic system by using measurements that are linear functions of the state. We suppose that stochastic systems can be represented by the types of plant and measurement models (for continuous and discrete time) shown as Equations 4.1±4.5 in Table 4.1, with dimensions of the vector and matrix quantities as shown in Table 4.2.
From the principles of electrical engineering it is known that the 3-phase
quantities of the 3-phase AC machines can be summarized to complex
vectors. These vectors can be represented in Cartesian coordinate systems,
which are particularly chosen to suitable render the physical relations of
the machines. These are the field-orientated coordinate system for the 3-
phase AC drive technology or the grid voltage orientated coordinate
system for generator systems.
This book presents and develops major numerical methods currently used for solving
problems arising in quantitative finance. Our presentation splits into two parts.
Part I is methodological, and offers a comprehensive toolkit on numerical methods
and algorithms. This includes Monte Carlo simulation, numerical schemes for
partial differential equations, stochastic optimization in discrete time, copula functions,
transform-based methods and quadrature techniques.
Part II is practical, and features a number of self-contained cases.
page 3 Review of Stochastic Processes and Random Variables. Review of Discrete-Time Signal Processing. Components of a Digital Communication System. OFDM WLAN Overview. Single Carrier Versus OFDM Comparison. Chap 2 - Synchronization. page 51 Timing Estimation. Frequency Synchronization. Channel Estimation. Clear Channel Assessment. Signal Quality. Chap 3 - Modulation and Coding