This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (GP) models. The book demonstrates the potential of this recent development in probabilistic machine-learning methods and gives the reader an intuitive understanding of the topic. The current state of the art is treated along with possible future directions for research. Systems control design relies on mathematical models and these may be developed from measurement data. This process of system identification, when based on GP models, can play an integral part of control design in data-based control and its description as such is an essential aspect of the text. The background of GP regression is introduced first with system identification and incorporation of prior knowledge then leading into full-blown control. The book is illustrated by extensive use of examples, line drawings, and graphical presentation of computer-simulation results and plant measurements. The research results presented are applied in real-life case studies drawn from successful applications including: a gas–liquid separator control; urban-traffic signal modelling and reconstruction; and prediction of atmospheric ozone concentration. A MATLAB® toolbox, for identification and simulation of dynamic GP models is provided for download.

This book presents a methodology for the development and computer implementation of dynamic models for transport process systems. Rather than developing the general equations of transport phenomena, it develops the equations required specifically for each new example application. These equations are generally of two types: ordinary differential equations (ODEs) and partial differential equations (PDEs) for which time is an independent variable. The computer-based methodology presented is general purpose and can be applied to most applications requiring the numerical integration of initial-value ODEs/PDEs. A set of approximately two hundred applications of ODEs and PDEs developed by the authors are listed in Appendix 8.

Dynamics is what characterizes virtually all phenomenae we face in the real world, and processes that proceed in practically all kinds of inanimate and animate systems, notably social systems. For our purposes dynamics is viewed as time evolution of some characteristic features of the phenomenae or processes under consideration. It is obvious that in virtually all non-trivial problems dynamics can not be neglected, and should be taken into account in the analyses to, first, get insight into the problem consider, and second, to be able to obtain meaningful results. A convenient tool to deal with dynamics and its related evolution over time is to use the concept of a dynamic system which, for the purposes of this volume can be characterized by the input (control), state and output spaces, and a state transition equation. Then, starting from an initial state, we can find a sequence of consecutive states (outputs) under consecutive inputs (controls). That is, we obtain a trajectory. The state transition equation may be given in various forms, exemplified by differential and difference equations, linear or nonlinear, deterministic or stochastic, or even fuzzy (imprecisely specified), fully or partially known, etc. These features can give rise to various problems the analysts may encounter like numerical difficulties, instability, strange forms of behavior (e.g. chaotic), etc. This volume is concerned with some modern tools and techniques which can be useful for the modeling of dynamics. We focus our attention on two important areas which play a key role nowadays, namely automation and robotics, and biological systems. We also add some new applications which can greatly benefit from the availability of effective and efficient tools for modeling dynamics, exemplified by some applications in security systems.

A user-friendly introduction to some of the most useful analytical tools for model building, estimation, and analysis, presenting key methods and examples. Simulation modeling is increasingly integrated into research and policy analysis of complex sociotechnical systems in a variety of domains. Model-based analysis and policy design inform a range of applications in fields from economics to engineering to health care. This book offers a hands-on introduction to key analytical methods for dynamic modeling. Bringing together tools and methodologies from fields as diverse as computational statistics, econometrics, and operations research in a single text, the book can be used for graduate-level courses and as a reference for dynamic modelers who want to expand their methodological toolbox. The focus is on quantitative techniques for use by dynamic modelers during model construction and analysis, and the material presented is accessible to readers with a background in college-level calculus and statistics. Each chapter describes a key method, presenting an introduction that emphasizes the basic intuition behind each method, tutorial style examples, references to key literature, and exercises. The chapter authors are all experts in the tools and methods they present. The book covers estimation of model parameters using quantitative data; understanding the links between model structure and its behavior; and decision support and optimization. An online appendix offers computer code for applications, models, and solutions to exercises. Contributors Wenyi An, Edward G. Anderson Jr., Yaman Barlas, Nishesh Chalise, Robert Eberlein, Hamed Ghoddusi, Winfried Grassmann, Peter S. Hovmand, Mohammad S. Jalali, Nitin Joglekar, David Keith, Juxin Liu, Erling Moxnes, Rogelio Oliva, Nathaniel D. Osgood, Hazhir Rahmandad, Raymond Spiteri, John Sterman, Jeroen Struben, Burcu Tan, Karen Yee, Gönenç Yücel

This new interdisciplinary work presents system dynamics as a powerful approach to enable analysts build simulation models of social systems, with a view toward enhancing decision making. Grounded in the feedback perspective of complex systems, the book provides a practical introduction to system dynamics, and covers key concepts such as stocks, flows, and feedback. Societal challenges such as predicting the impact of an emerging infectious disease, estimating population growth, and assessing the capacity of health services to cope with demographic change can all benefit from the application of computer simulation. This text explains important building blocks of the system dynamics approach, including material delays, stock management heuristics, and how to model effects between different systemic elements. Models from epidemiology, health systems, and economics are presented to illuminate important ideas, and the R programming language is used to provide an open-source and interoperable way to build system dynamics models. System Dynamics Modeling with R also describes hands-on techniques that can enhance client confidence in system dynamic models, including model testing, model analysis, and calibration. Developed from the author’s course in system dynamics, this book is written for undergraduate and postgraduate students of management, operations research, computer science, and applied mathematics. Its focus is on the fundamental building blocks of system dynamics models, and its choice of R as a modeling language make it an ideal reference text for those wishing to integrate system dynamics modeling with related data analytic methods and techniques.

Dynamic Modeling introduces an approach to modeling that makes it a more practical, intuitive endeavour. The book enables readers to convert their understanding of a phenomenon to a computer model, and then to run the model and let it yield the inevitable dynamic consequences built into the structure of the model. Part I provides an introduction to modeling dynamic systems, while Part II offers general methods for modeling. Parts III through to VIII then apply these methods to model real-world phenomena from chemistry, genetics, ecology, economics, and engineering. To develop and execute dynamic simulation models, Dynamic Modeling comes with STELLA II run- time software for Windows-based computers, as well as computer files of sample models used in the book. A clear, approachable introduction to the modeling process, of interest in any field where real problems can be illuminated by computer simulation.

Today’s leading authority on the subject of this text is the author, MIT Standish Professor of Management and Director of the System Dynamics Group, John D. Sterman. Sterman’s objective is to explain, in a true textbook format, what system dynamics is, and how it can be successfully applied to solve business and organizational problems. System dynamics is both a currently utilized approach to organizational problem solving at the professional level, and a field of study in business, engineering, and social and physical sciences.