This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
This book is a collection of essays devoted in part to new research direc tions in systems, networks, and control theory, and in part to the growing interaction of these disciplines with new sectors of engineering and applied sciences like coding, computer vision, and hybrid systems. These are new areas of rapid growth and of increasing importance in modern technology. The essays, written by world-leading experts in the field, reproduce and expand the plenary and minicoursejminisymposia invited lectures which were delivered at the Mathematical Theory of Networks and Systems Sym posium (MTNS-98), held in Padova, Italy, on July 6-10, 1998. Systems, control, and networks theory has permeated the development of much of present day technology. The impact has been visible in the past fifty years through the dramatic expansion and achievements of the aerospace and avionics industry, through process control and factory au tomation, robotics, communication signals analysis and synthesis, and, more recently, even finance, to name just the most visible applications. The theory has developed from the early phase of its history when the ba sic tools were elementary complex analysis, Laplace transform, and linear differential equations, to present day, where the mathematics ranges widely from functional analysis, PDE's, abstract algebra, stochastic processes and differential geometry. Irrespective of the particular tools, however, the ba sic unifying paradigms of feedback, stability, optimal control, and recursive filtering, have remained the bulk of the field and continue to be the basic motivation for the theory, coming from the real world.
This practical book offers you expert guidance on sensors and the preprocessing of sensed data, the handling of sensed data with secure and safe procedures, and the design, modeling and simulation of complex HS systems. You learn how to store, encrypt and mine sensitive data. Further, the book shows how data is transmitted and received along wired or wireless networks, operating on electromagnetic channels.
This Festschrift is intended as a homage to our esteemed colleague, friend and maestro Giorgio Picci on the occasion of his sixty-?fth birthday. We have knownGiorgiosince our undergraduatestudies at the University of Padova, wherewe ?rst experiencedhisfascinatingteachingin theclass ofSystem Identi?cation. While progressing through the PhD program, then continuing to collaborate with him and eventually becoming colleagues, we have had many opportunitiesto appreciate the value of Giorgio as a professor and a scientist, and chie?y as a person. We learned a lot from him and we feel indebted for his scienti?c guidance, his constant support, encouragement and enthusiasm. For these reasons we are proud to dedicate this book to Giorgio. The articles in the volume will be presented by prominent researchers at the “- ternational Conference on Modeling, Estimation and Control: A Symposium in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday”, to be held in Venice on October 4-5, 2007. The material covers a broad range of topics in mathematical systems theory, esti- tion, identi?cation and control, re?ecting the wide network of scienti?c relationships established during the last thirty years between the authors and Giorgio. Critical d- cussion of fundamental concepts, close collaboration on speci?c topics, joint research programs in this group of talented people have nourished the development of the ?eld, where Giorgio has contributed to establishing several cornerstones.
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
This book is a collection of essays devoted in part to new research direc tions in systems, networks, and control theory, and in part to the growing interaction of these disciplines with new sectors of engineering and applied sciences like coding, computer vision, and hybrid systems. These are new areas of rapid growth and of increasing importance in modern technology. The essays, written by world-leading experts in the field, reproduce and expand the plenary and minicoursejminisymposia invited lectures which were delivered at the Mathematical Theory of Networks and Systems Sym posium (MTNS-98), held in Padova, Italy, on July 6-10, 1998. Systems, control, and networks theory has permeated the development of much of present day technology. The impact has been visible in the past fifty years through the dramatic expansion and achievements of the aerospace and avionics industry, through process control and factory au tomation, robotics, communication signals analysis and synthesis, and, more recently, even finance, to name just the most visible applications. The theory has developed from the early phase of its history when the ba sic tools were elementary complex analysis, Laplace transform, and linear differential equations, to present day, where the mathematics ranges widely from functional analysis, PDE's, abstract algebra, stochastic processes and differential geometry. Irrespective of the particular tools, however, the ba sic unifying paradigms of feedback, stability, optimal control, and recursive filtering, have remained the bulk of the field and continue to be the basic motivation for the theory, coming from the real world.
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