This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative p...

This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stocha...

Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable. In other cases, the system of interest is too complex to allow explicit specification of some of the MDP model pa...

The competitiveness of firms, regions and countries greatly depends on the generation, dissemination and application of new knowledge. Modern innovation research is challenged by the need to incorporate knowledge generation and dissemination processes into the analysis so as to disentangle the complexity of these dynamic processes. With innovation, however, strong uncertainty, nonlinearities and actor heterogeneity become central factors that are at odds with traditional modeling technique...

Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB shows the reader how to exploit a fuller array of numerical methods for the analysis of complex scientific and engineering systems than is conventionally employed. The book is dedicated to numerical simulation of distributed parameter systems described by mixed systems of algebraic equations, ordinary differential equations (ODEs) and partial differential equations (PDEs). Special attention is paid to the numerical method of line...

This book treats state-of-the-art computational methods for power flow studies and contingency analysis. In the first part the authors present the relevant computational methods and mathematical concepts. In the second part, power flow and contingency analysis are treated. Furthermore, traditional methods to solve such problems are compared to modern solvers, developed using the knowledge of the first part of the book. Finally, these solvers are analyzed both theoretically and experimental...

This book is dedicated to Prof. Peter Young on his 70th birthday. Professor Young has been a pioneer in systems and control, and over the past 45 years he has influenced many developments in this field. This volume comprises a collection of contributions by leading experts in system identification, time-series analysis, environmetric modelling and control system design – modern research in topics that reflect important areas of interest in Professor Young’s research career. Recent theoreti...

This comprehensive text presents cutting-edge advances in the theory and methodology of modeling and simulation (M&S) and reveals how this work has been influenced by the fundamental contributions of Prof. Tuncer Ören to this field. Exploring the synergies among the domains of M&S and systems engineering (SE), the book describes how M&S and SE can help to address the complex problems identified as “Grand Challenges” more effectively under a model-driven and simulation-directed systems engi...

In the past 15 to 20 years, the computer has become a popular tool for exploring the relationship between a measured response and factors thought to affect the response. In many cases, scientific theories exist that implicitly relate the response to the factors by means of systems of mathematical equations. There also exist numerical methods for accurately solving such equations and appropriate computer hardware and software to implement these methods. In many engineering applications, for...

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms...

This thesis proposes a novel Model Predictive Control (MPC) strategy, which modifies the usual MPC cost function in order to achieve a desirable sparse actuation. It features an ℓ1-regularised least squares loss function, in which the control error variance competes with the sum of input channels magnitude (or slew rate) over the whole horizon length. While standard control techniques lead to continuous movements of all actuators, this approach enables a selected subset of actuators to be ...

In this book for the first time two scientific fields - consensus formation and synchronization of communications - are presented together and examined through their interrelational aspects, of rapidly growing importance. Both fields have indeed attracted enormous research interest especially in relation to complex networks.In networks of dynamic systems (or agents), consensus means to reach an agreement regarding a certain quantity of interest that depends on the state of all dyna...