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应用随机过程课件(刘嘉焜)

于 2020-12-04 发布
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应用随机过程,作者:刘嘉焜出版社:科学出版社出版日期:2005-01ISBN:703013006版次:2版包装:平装开本:小16开页数:355页印张:1次在本书第一版中,作者重视理论的实际背景和应用的写作风格,便许多工作在不同领域的读者能够比较容易地掌握这个困难的数学领域,因而受到欢迎。在本书第二版中,作者继续发扬这一写作风格,并增加了一些内容,如吸收Markov链,随机微分方程在金融工程中的应用和时间序列分析等,其中包括了作者本人的研究成果。本书主要内容包括随机过程的基本概念、马氏过程、随机分析与随机微分方程、平稳过程等。本书读者对象为高等院校工程各专业以及数学、物理、化学、生物工程、

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Professor Lennart Ljung is with the department ofElectrical Engineering at Linkoping University in Sweden. He is a recognizedleader in system identification and has published numerous papers and booksin this areaQinghua Zhang. Dr. Qinghua Zhang is a researcher at Institut Nationalde recherche en Informatique et en Automatique(INria) and at Institut deRecherche en Informatique et systemes Aleatoires (Irisa), both in rennesFrance. He conducts research in the areas of nonlinear system identificationfault diagnosis, and signal processing with applications in the fields of energyautomotive, and biomedical systemsPeter Lindskog. Dr. Peter Lindskog is employed by nira dynamiAB, Sweden. He conducts research in the areas of system identificationsignal processing, and automatic control with a focus on vehicle industryapplicationsAnatoli Juditsky. Professor Anatoli Juditsky is with the laboratoire JeanKuntzmann at the Universite Joseph Fourier, Grenoble, france. He conductsresearch in the areas of nonparametric statistics, system identification, andstochastic optimizationAbout the developersContentsChoosing Your System Identification ApproachLinear model structures1-2What Are Model objects?Model objects represent linear systemsAbout model data1-5Types of Model objectsDynamic System Models1-9Numeric Models1-11umeric Linear Time Invariant (LTD Models1-11Identified LTI modelsIdentified Nonlinear models1-12Nonlinear model structures1-13Recommended Model Estimation Sequence1-14Supported Models for Time- and Frequency-DomainData,,,,,,,1-16Supported Models for Time-Domain Data1-16Supported Models for Frequency-Domain Data1-17See also1-18Supported Continuous-and Discrete-Time Models1-19Model estimation commands1-21Creating Model Structures at the command Line ... 1-22about system Identification Toolbox Model Objects ... 1-22When to Construct a Model Structure Independently ofEstimation1-23Commands for Constructing Model Structures1-24Model Properties1-25See als1-27Modeling Multiple-Output Systems ......... 1-28About Modeling multiple-Output Systems1-28Modeling Multiple Outputs Directly1-29Modeling multiple outputs as a Combination ofSingle-Output Models.......1-29Improving Multiple-Output Estimation Results byWeighing Outputs During Estimation ....... 1-30Identified linear Time-Invariant models1-32IDLTI Models1-32Configuration of the Structure of Measured and Noise oRepresentation of the Measured and noise Components foVarious model Types1-33Components ....1-35Imposing Constraints on the Values of ModeParameters1-37Estimation of Linear models1-8Data Import and Processing2「Supported Data ...2-3Ways to Obtain Identification DataWays to Prepare Data for System Identification ... 2-6Requirements on Data SamplingRepresenting Data in MATLAB Workspace·····Time-Domain Data Representation2-9Time-Series Data Representation2-10ContentsFrequency-Domain Data Representation ....... 2-11Importing Data into the Gui2-17Types of Data You Can import into the GUi2-17Importing time-Domain Data into the GUI2-18Importing Frequency-Domain Data into the GUI2-22Importing Data Objects into the GUI ......... 2-30Specifying the data sampling interval2-34Specifying estimation and validation Data2-35Preping data Using Quick StartCreating Data Sets from a Subset of Signal Channelo2-362-37Creating multiexperiment Data Sets in the gUi2-39Managing data in the gui ............. 2-46Representing Time- and Frequency-Domain Data Usingiddata object2-55iddata constructor2-55iddata Properties.........2-58Creating Multiexperiment Data at the Command Line .. 2-61Select Data Channels, I/O Data and Experiments in iddataObjects2-63Increasing Number of Channels or Data Points of iddataObjects2-67Managing iddata Objects2-69Representing Frequency-Response Data Using idfrdObiec2-76idfrd Constructor2-76idfrd Properties2-77Select I/o Channels and Data in idfrd Objects ..... 2-79Adding Input or Output Channels in idfrd Objects2-80Managing idfrd Objects2-83Operations That Create idfrd Objects2-83Analyzing Data quality2-85Is your data ready for modeling?2-85Plotting Data in the guI Versus at the command line2-86How to plot data in the gui2-86How to plot data at the command line2-92How to Analyze Data Using the advice Command2-94Selecting Subsets of Data2-96IXWhy Select Subsets of Data?2-96Extract Subsets of Data Using the GUI2-97Extract Subsets of data at the Command Line2-99Handling Missing Data and outliers2-100Handling missing data2-100Handling outliers2-101Extract and Model Specific Data Segments2-102See also2-103Handling offsets and Trends in Data2-104When to detrend data2-104Alternatives for Detrending Data in GUi or at theCommand-Line2-105Next Steps After detrending2-107How to Detrend Data Using the Gui2-108How to detrend data at the Command line2-109Detrending Steady-State Dat109cending transient Dat2-109See also2-110Resampling Data2-111What Is resampling?...,,.,,,,,,,,,,,.2-111Resampling data without Aliasing Effects2-112See also2-116Resampling data Using the GUi.,,,,2-117Resampling Data at the Command line2-118Filtering Data2-120Supported Filters2-120Choosing to Prefilter Your Data2-120See also2-121How to Filter Data Using the gui2-122Filtering Time-Domain Data in the GuI........ 2-122Content
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