Introduction to Statistical Dynamics of Automatic Control Systems - Solodovnikov

Introduction to the Statistical Dynamics of Automatic Control Systems by V.V. Solodovnikov translation edited by John B. Thomas and Lotfi A. Zadeh

Publisher: Dover /
Year: 1960 /
Description: Trade Paperback, Good condition /
Condition: Previous owner\'s name, spine slant, no underlining /
Pages: 308 pages.

The publication of this book fills the need for a text and reference work covering the field of statistical smoothing and prediction theory. The author, a leading Soviet engineer, develops in this work the general theory of a highly important class of automatic control systems: the systems subjected to probabilistic or random signals, rather than deterministic (non-random) signals.

In developing this theory, Solodovnikov treats the analysis of linear systems, the statistics of random signals, and the theory of linear prediction and filtering—bringing together the results of a great deal of research in this field that has heretofore existed in scattered American and Russian scientific journals. The original edition (published in 1952) was the first comprehensive treatment of the subject.

The first two chapters are devoted to developing the theories of linear analysis and probability as preparation for the exposition of the theory of stationary random processes. The author goes on to discuss the measurement of the statistical characteristics of random signals and their application to the analysis of linear time-invariant systems. The criterion of least mean-squared error is introduced, and the related problem of approximating spectral distribution curves by meromorphic functions discussed. A general formula for the transfer functions of least mean-squared error systems is derived and applied to the problems of prediction, smoothing, differentiating, and similar topics. The book concludes with a treatment of optimum filtering and prediction for the case of a finite observation time.

Written in a concise and easy to understand style, this book is suitable for college and graduate school study as well as for engineers and scientists working with automatic control systems.

Unabridged translation of the original Russian monograph, edited by John B. Thomas and Lotfi A. Zadeh. Index. Bibliography in footnotes. Appendix with tables of integrals, Laguerre functions, etc. xxii 308pp. S420 Paperbound

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