A presentation of techniques in advanced process modelling, identification, prediction, and parameter estimation for the implementation and analysis of industrial systems. The authors cover applications for the identification of linear and non-linear systems, the design of generalized predictive controllers (GPCs), and the control of multivariable systems.

A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.

This book deals with the tools and techniques used in the stochastic process - estimation, optimisation and recursive logarithms - in a form accessible to engineers and which can also be applied to Matlab.

Amongst the themes...

This book contains more than 150 problems and solutions on the control of linear continuous systems. The main definitions and theoretical tools are summarized at the beginning of each chapter, after which the reader is guided through the problems and how to solve them.

The author provides coverage of the ideas behind the developments of the main PID tuning techniques, as well as presenting the proof of the Routh-Hurwitz stability criterion and giving some new results dealing with the design of root locus.