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Stochastic dynamics and control

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic dynamics and control/ Jian-Qiao Sun.
Author:	Sun, Jian-Qiao.
Published:	Amsterdam ;Elsevier, : 2006.,
Description:	1 online resource (xvi, 410 p.) :ill. :
Subject:	Stochastic processes. -
Online resource:	http://www.sciencedirect.com/science/bookseries/15746917/4
ISBN:	9780444522306

Stochastic dynamics and control
Sun, Jian-Qiao.

Stochastic dynamics and control[electronic resource] /Jian-Qiao Sun. - 1st ed. - Amsterdam ;Elsevier,2006. - 1 online resource (xvi, 410 p.) :ill. - Monograph series on nonlinear science and complexity,v. 41574-6917 ;. - Monograph series on nonlinear science and complexity ;v. 8..

Includes bibliographical references (p. 395-405) and index.

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.

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 the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations. Comprehensive review of probability theory, and stochastic processes Random vibrations Structural reliability and fatigue, Non-Gaussian fatigue Monte Carlo methods Stochastic calculus and engineering applications Stochastic feedback controls and optimal controls Stochastic sliding mode controls Feedback control of stochastic time-delayed systems Probability density tracking control.

ISBN: 9780444522306

Source: 132165:132272Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

121454
Stochastic processes.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: QA274 / .S967 2006eb

Dewey Class. No.: 519.2

Stochastic dynamics and control
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505 0 $a 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.
520 $a 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 the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations. Comprehensive review of probability theory, and stochastic processes Random vibrations Structural reliability and fatigue, Non-Gaussian fatigue Monte Carlo methods Stochastic calculus and engineering applications Stochastic feedback controls and optimal controls Stochastic sliding mode controls Feedback control of stochastic time-delayed systems Probability density tracking control.
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