Kalman Filter Method in the Analysis of Vibrations Due to Water Waves

By: Andrzej Kozakiewicz, Piotr Wilde

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Hardcover | 1 December 1992

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Hardcover
184 Pages

Dimensions(cm)
22.23 x 15.88 x 1.91

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This book is about the application of linear filtering theory in vibrations of structure in fluid. The stress is laid on mathmatical models which, in the theory of system, characterize the state of a dynamic system. The models are in the form of linear Ito stochastic differential equations. Discretization of the models which leads to straightforward computer applications is discussed. An approach to nonlinear problems based on the expansion of random functions in a series is presented. Examples of application of Kalman filters are given, which refer to vibrations of cylinders in waves.

Industry Reviews

"I found the book of interest, and learned something from it. The authors convincingly establish the appropriateness of their statistical techniques to the problem in hand ... I feel that it covers worthwhile material." C J Chapman J Fluid Mechanics, 1994 "... this book should be purchased by the libraries of universities with engineering programs; the book will be of special importance for departments of Civil and Environmental Engineering." J Z Sasiadek Control Engineering Practice

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Introduction	p. 1
Mathematical models for random functions without dominant frequencies	p. 9
Mathematical models for random functions with a dominant frequency	p. 33
Expansion in a series of random functions with multiple dominant frequencies	p. 57
Properties of a dynamic system	p. 71
Free vibrations of structures in a fluid	p. 87
Vibrations of structures due to water waves	p. 105
Nonlinear problems of vibrations	p. 129
App. A Stochastic processes - definitions	p. 145
App. B Brownian motion process, Markov process, Wiener and Ito integrals	p. 149
App. C Stochastic difference equations	p. 153
App. D Ito stochastic differential equation	p. 155
App. E Stochastic differential equation for stationary processes	p. 157
App. F Kalman filters	p. 159
Bibliography	p. 167
Subject Index	p. 173
Table of Contents provided by Blackwell. All Rights Reserved.

Kalman Filter Method in the Analysis of Vibrations Due to Water Waves

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

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