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  • Conditionally Gaussian processes in stochastic control theory

    Creator:
    Kolodziej, Wojciech Jan
    Abstract:
    An application of the theory of conditionally Gaussian random processes to filtering and stochastic control problems is presented here. The results due to Liptser and Shiryayev are proved to hold in the multidimensional case under somewhat relaxed conditions, when compared to the original ones. Such a generalization is required from...
    Resource Type:
    Dissertation
    Full Text:
    Conditionally Gaussian processes in stochastic control

  • A marine geophysical study of Vizcaino Bay and the continental margins of western Mexico between 27 ̊and 30 ̊north latitude

    Creator:
    Calderon, Gustavo
    Resource Type:
    Dissertation
    Full Text:
    Commencement June 1979 APPROVED: Associate Professor of Geophysics in charge of major Dean of ShooI of

  • Adiabatic and stable adiabatic times

    Creator:
    Bradford, Kyle B.
    Abstract:
    While the stability of time-homogeneous Markov chains have been extensively studied through the concept of mixing times, the stability of time-inhomogeneous Markov chains has not been studied as in depth. In this manuscript we will introduce special types of time-inhomogeneous Markov chains that are defined through an adiabatic transition. After...
    Resource Type:
    Dissertation
    Full Text:
    ) � ) . 24 2.3 Nonlinear Evolution We now extend the results in Section 2.1 to cover more general

  • Observability and information structure of nonlinear systems

    Creator:
    Hwang, Chun Sik
    Abstract:
    An observability problem for both deterministic and stochastic systems is studied here. Deterministic observability is a determination of whether every state of the system is connected to the observation mechanism and how it is connected, if connected. On the other hand, stochastic observability discusses the "tightness" of the connection in...
    Resource Type:
    Dissertation
    Full Text:
    version of this theorem in the nonlinear observability problem, appropriate algebraic modification of the

  • Stochastic analysis of complex nonlinear system response under narrowband excitations

    Creator:
    Shih, I-Ming
    Abstract:
    Response behavior of a nonlinear structural system subject to environmental loadings is investigated in this study. The system contains a nonlinear restoring force due to large geometric displacement. The external excitation is modeled as a narrowband stochastic process possessing dynamic characteristics of typical environmental loadings. A semi-analytical method is developed...
    Resource Type:
    Dissertation
    Full Text:
    nonlinear structural system subject to environmental loadings is investigated in this study. The system

  • On the state and parameter estimation of stochastic bilinear systems : a sub-optimal filtering approach

    Creator:
    Shadman-Valavi, Ali
    Abstract:
    Bilinear systems due to their variable structure properties offer more versatility in modelling of nonlinear processes than linear systems. The state estimation problem for a continuous bilinear system with a continuous observation model is studied and the results are extended to the case where the observations are of a discrete...
    Resource Type:
    Dissertation
    Full Text:
    variable structure properties offer more versatility in modelling of nonlinear processes than linear

  • Stochastic analysis of a nonlinear ocean structural system

    Creator:
    Lin, Huan
    Abstract:
    Stochastic analysis procedures have been recently applied to analyze nonlinear dynamical systems. In this study, nonlinear responses, stochastic and/or chaotic, are examined and interpreted from a probabilistic perspective. A multi-point-moored ocean structural system under regular and irregular wave excitations is analytically examined via a generalized stochastic Melnikov function and Markov...
    Resource Type:
    Dissertation
    Full Text:
    analyze nonlinear dynamical systems. In this study, nonlinear responses, stochastic and/or chaotic, are

  • Mass transport in laboratory water wave flumes

    Creator:
    Kim, Tae In
    Abstract:
    A complete solution, exact to second-order, for wave motion forced by a hinged-wavemaker of variable-draft is presented. A solution for a piston type wavemaker is also obtained as a special case of a hinged-wavemaker with negative infinite draft. The existing Stokes inviscid theories for mass transport is extended to include...
    Resource Type:
    Dissertation
    Full Text:
    ) developed a complete second-order (in nonlinear- ity) theory in Lagrangian coordinates for the waves

  • Quasi-stationary atmospheric responses to large-scale forcing

    Creator:
    Kang, In-sik
    Abstract:
    A time-dependent, spectral, barotropic model and a similar two-layer primitive equation model are developed to investigate the planetary-scale wave responses to various types of large-scale forcing: vorticity and heat sources, and sea surface temperature (SST) anomalies. Both models are linearized about the zonal mean states of January climatology. The characteristics...
    Resource Type:
    Dissertation
    Full Text:
    general circulation processes. In contrast, Horel and Wallace (1981) provided observational evidence of

  • Nonlinear free boundary problems arising from melting processes

    Creator:
    Park, Tae-soon
    Abstract:
    We discuss a mathematical model arising in the melting of a fluid in two spatial dimensions and in time. The model leads to a free boundary value problem for determining the location of the interface as well as the temperature distribution. The movement of the interface depends on the temperatures,...
    Resource Type:
    Dissertation