P.P. Kanjilal's Adaptive prediction and predictive control PDF

By P.P. Kanjilal

ISBN-10: 0863411932

ISBN-13: 9780863411939

This e-book is set prediction and keep an eye on of techniques that are expressed by means of discrete-time versions (i.e. the features fluctuate ultimately with time). the purpose of the e-book is to supply a unified and entire assurance of the foundations, views and strategies of adaptive prediction, that's utilized by scientists and researchers in a wide selection of disciplines

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5), is singular, the Gaussian property of x cannot be defined by the probability density function; the characteristic function can be used in that case. (2) A stochastic process is called a Gauss-Markov sequence, if it has Gaussian distribution and at the same time is a Markov sequence. (3) (a) A subset of a Gaussian vector is also Gaussian. (b) Gaussian variables retain their Gaussian character under linear transformation. , x(k2), x(k%)} is said to be a purely random or white noise sequence, if x(k|) and x(kj) are completely independent for i * j .

14 t i on and p a 11 em extraction . 14 f i ltering . p-step ahead prediction, constrai ned pred i ct ion, predictive control of input-output processes . S ignal ana l y s i s , modelling and prediction , f i ltering v p-step ahead prediction . one period ahead prediction . Ch. 4 . 5 Ch. 5 Ch. 12 Ch. 2 . 6 Ch. 9 Ch. 10 Ch. e. only the essential number of variables are to be included in the model, and the model 16 Chapter 2 Process Models order is kept as low as possible. (b) The degree of accuracy of the data should be duly considered.

The joint statistics are the same as that of x(k+x), y(k+x), for any x. 1a) E - R(x). 3 Stochastic Processes 19 Wide-sense stationarity does not require probability density function to be invariant unlike the strict-sense stationary process. e. ensemble average or expectation) are called ergodic. Not all stationary processes are ergodic. ,N> is ergodic, it can be completely described by its expectation x = £ = Urn N i »C0 N £ x(k), ^--i and by its autocorrelation function R(T) = £{x(k)x(k+x)> « llm £ £ x(k)x(k+x).

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Adaptive prediction and predictive control by P.P. Kanjilal

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