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Stochastic dynamics and control /

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This book is a result of many years of authors research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in...

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Bibliographic Details
Main Author: Sun, Jian-Qiao
Corporate Author: Knovel (Firm)
Format: eBook
Language:English
Published: Amsterdam ; Boston : Elsevier, [2006]
Edition:1st ed.
Series:Monograph series on nonlinear science and complexity ; 4.
Subjects:
Stochastic processes.
Random vibration.
Stochastic control theory.
MATHEMATICS > Probability & Statistics > General.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Preface
  • 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
  • Bibliography
  • Index.