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This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica- bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at
This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica- bility in control engineering, operations research, econometric modelling and many other areas. There
Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back model with dynamic information: no default
Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.This book is suitable for the reader without a
This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical
Modelling and Painting WWII US Figures and Vehicles covers the modelling and painting of US armed forces in the Pacific, on D-Day and during the liberation of Europe in 1/35, 1/56, 1/72 and 1/76 scales. Historical overviews set the scene, followed by detailed step-by-step modelling and painting
From renowned author Lindsey Davis, creator of the much-loved character, Marcus Didius Falco and his friends and family, comes the second novel in the Flavia Albia Falco series, set in ancient
Stochastic processes is a tool widely used by statisticians and researchers working, for example, in the mathematics of finance. This is an introductory text that has a strong emphasis on exercises, complete with informal hints and fully-worked
Covering British, French and German trenches of the Western Front, Modelling WW1 Trench Warfare includes the different construction, materials and repair methods used during the conflict. Each chapter includes the historical background, together with step-by-step instructions. With over 300
An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to
Textbook covers the fundamental theory of structural mechanics and the modelling and analysis of frame and truss structures Deals with modelling and analysis of trusses and frames using a systematic matrix formulated displacement method with the language and flexibility of the finite element
This volume provides the basic know-how on the foundations of robotics: modeling, planning, and control. It uniquely blends and clearly develops fundamental and technological topics in twelve chapters, with a gradually increasing level of complexity. In addition, it presents a wide variety of
This is a beginner's guide to modelling heads and faces in clay. Filled with step-by-step sequences, it shows how to achieve lifelike heads of men, women and children as well as how to show emotion on the
In light of current developments in modelling, and with the aim of reinvigorating debates around the potentiality of the architectural model - its philosophies, technologies and futures - this issue of AD examines how the model has developed to become an immersive worldbuilding machine
Brimming with advice and tips, this well-illustrated book covers a wide range of modelling skills, including designing a layout, choosing the right scale, building baseboards, selecting the right track, controlling the trains, building the landscape, making realistic grass and weeds, and adding
Tennessee, extending 500 diagonal miles between Bristol and Memphis, cuts across numerous rock types, from the deformed gneiss of the Blue Ridge along the North Carolina border to the young sediments exposed in the Chickasaw Bluffs that rise 100 feet above the Mississippi River floodplain. The
Part I Independence and Stationarity.- 1 Probability and Independence.- 2 Gaussian convergence and inequalities.- 3 Estimation concepts.- 4 Stationarity.- Part II Models of time series.- 5 Gaussian chaos.- 6 Linear processes.- 7 Non-linear processes.- 8 Associated processes.- Part III Dependence.-
Modelling Naval Ships in Small Scales provides a wealth of practical guidance on building and painting realistic model naval ships aimed at those who are new to this hobby through to the experienced modeller. An in-depth look at the creation of four models is included The Type 45 destroyer HMS
Suitable for both those starting out in this hobby and more experienced modellers alike, Modelling German World War I Aircraft is a one-stop guide to the creation of realistic models of German military aircraft of World War I. Examples of injection-moulded plastic, resin, vac-form, multi-media and
Joint species distribution modelling (JSDM) is a fast-developing field and promises to revolutionise how data on ecological communities are analysed and interpreted. Written for both readers with a limited statistical background, and those with statistical expertise, this book provides a
Modelling German World War II Armoured Vehicles is an essential reference for wargamers and modellers who build and paint World War II German armoured vehicles. It provides extensive information on the vehicles, describing what was used and when, and how the vehicles evolved and were adapted to
The addition of railway infrastructure can transform a train set into a railway layout. Modelling Tunnels, Embankments, Walls and Fences for Model Railways demonstrates how to build these essential features and place them into a railway layout. It describes the unique challenges, techniques and