This book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory. Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, begins with the basic Markov model, proceeding to systems analyses of linear processes and Markov processes, transient Markov processes and Markov process statistics, and statistics and inference. Subsequent chapters explore recurrent events and random walks, Markovian population models, and time-varying Markov processes. Volume I concludes with a pair of helpful indexes.

This book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory. Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, continues his treatment from Volume I with surveys of the discrete- and continuous-time semi-Markov processes, continuous-time Markov processes, and the optimization procedure of dynamic programming. The final chapter reviews the preceding material, focusing on the decision processes with discussions of decision structure, value and policy iteration, and examples of infinite duration and transient processes. Volume II concludes with an appendix listing the properties of congruent matrix multiplication.

Featuring aerospace examples and applications, Reliability Analysis of Dynamic Systems presents the very latest probabilistic techniques for accurate and efficient dynamic system reliability analysis. While other books cover more broadly the reliability techniques and challenges related to large systems, Dr Bin Wu presents a focused discussion of new methods particularly relevant to the reliability analysis of large aerospace systems under harmonic loads in the low frequency range. Developed and written to help you respond to challenges such as non-linearity of the failure surface, intensive computational costs and complexity in your dynamic system, Reliability Analysis of Dynamic Systems is a specific, detailed and application-focused reference for engineers, researchers and graduate students looking for the latest modeling solutions. The Shanghai Jiao Tong University Press Aerospace Series publishes titles that cover the latest advances in research and development in aerospace. Its scope includes theoretical studies, design methods, and real-world implementations and applications. The readership for the series is broad, reflecting the wide range of aerospace interest and application, but focuses on engineering. Forthcoming titles in the Shanghai Jiao Tong University Press Aerospace Series: Reliability Analysis of Dynamic Systems • Wake Vortex Control • Aeroacoustics: Fundamentals and Applications in Aeropropulsion Systems • Computational Intelligence in Aerospace Design • Unsteady Flow and Aeroelasticity in Turbomachinery - Authored by a leading figure in Chinese aerospace with 20 years' professional experience in reliability analysis and engineering simulation. - Offers solutions to the challenges of non-linearity, intensive computational cost and complexity in reliability assessment. - Aerospace applications and examples used throughout to illustrate accuracy and efficiency achieved with new methods.

This book is aimed at both researchers and practitioners, and provides a collection of expert systems in manufacturing and production engineering along with their knowledge base and rules. We believe that inclusion of the knowledge base and associated rules is essential if practitioners are to derive full benefit from these expert systems. This unique book is the result of our belief and the efforts of our distinguished colleagues who subscribe to this philosophy. A total of 15 different expert systems are included in this book. These expert systems are preceded by an introductory chapter written by Kuo, Preface XVll Mital and Anand. The expert system rules are included on a floppy disk in ASCII and can be easily accessed. These rules and the description of the expert system's structure should assist the users in customizing these systems. Overall, the expert systems included in this volume cover a fairly wide variety of manufacturing and production engineering topics.

Summary Practical Probabilistic Programming introduces the working programmer to probabilistic programming. In it, you'll learn how to use the PP paradigm to model application domains and then express those probabilistic models in code. Although PP can seem abstract, in this book you'll immediately work on practical examples, like using the Figaro language to build a spam filter and applying Bayesian and Markov networks, to diagnose computer system data problems and recover digital images. Purchase of the print book includes a free eBook in PDF, Kindle, and ePub formats from Manning Publications. About the Technology The data you accumulate about your customers, products, and website users can help you not only to interpret your past, it can also help you predict your future! Probabilistic programming uses code to draw probabilistic inferences from data. By applying specialized algorithms, your programs assign degrees of probability to conclusions. This means you can forecast future events like sales trends, computer system failures, experimental outcomes, and many other critical concerns. About the Book Practical Probabilistic Programming introduces the working programmer to probabilistic programming. In this book, you’ll immediately work on practical examples like building a spam filter, diagnosing computer system data problems, and recovering digital images. You’ll discover probabilistic inference, where algorithms help make extended predictions about issues like social media usage. Along the way, you’ll learn to use functional-style programming for text analysis, object-oriented models to predict social phenomena like the spread of tweets, and open universe models to gauge real-life social media usage. The book also has chapters on how probabilistic models can help in decision making and modeling of dynamic systems. What's Inside Introduction to probabilistic modeling Writing probabilistic programs in Figaro Building Bayesian networks Predicting product lifecycles Decision-making algorithms About the Reader This book assumes no prior exposure to probabilistic programming. Knowledge of Scala is helpful. About the Author Avi Pfeffer is the principal developer of the Figaro language for probabilistic programming. Table of Contents PART 1 INTRODUCING PROBABILISTIC PROGRAMMING AND FIGARO Probabilistic programming in a nutshell A quick Figaro tutorial Creating a probabilistic programming application PART 2 WRITING PROBABILISTIC PROGRAMS Probabilistic models and probabilistic programs Modeling dependencies with Bayesian and Markov networks Using Scala and Figaro collections to build up models Object-oriented probabilistic modeling Modeling dynamic systems PART 3 INFERENCE The three rules of probabilistic inference Factored inference algorithms Sampling algorithms Solving other inference tasks Dynamic reasoning and parameter learning

Certainty exists only in idealized models. Viewed as the quantification of uncertainties, probabilitry and random processes play a significant role in modern engineering, particularly in areas such as structural dynamics. Unlike this book, however, few texts develop applied probability in the practical manner appropriate for engineers. Probability Models in Engineering and Science provides a comprehensive, self-contained introduction to applied probabilistic modeling. The first four chapters present basic concepts in probability and random variables, and while doing so, develop methods for static problems. The remaining chapters address dynamic problems, where time is a critical parameter in the randomness. Highlights of the presentation include numerous examples and illustrations and an engaging, human connection to the subject, achieved through short biographies of some of the key people in the field. End-of-chapter problems help solidify understanding and footnotes to the literature expand the discussions and introduce relevant journals and texts. This book builds the background today's engineers need to deal explicitly with the scatter observed in experimental data and with intricate dynamic behavior. Designed for undergraduate and graduate coursework as well as self-study, the text's coverage of theory, approximation methods, and numerical methods make it equally valuable to practitioners.

This book proposes the formulation of an efficient methodology that estimates energy system uncertainty and predicts Remaining Useful Life (RUL) accurately with significantly reduced RUL prediction uncertainty. Renewable and non-renewable sources of energy are being used to supply the demands of societies worldwide. These sources are mainly thermo-chemo-electro-mechanical systems that are subject to uncertainty in future loading conditions, material properties, process noise, and other design parameters.It book informs the reader of existing and new ideas that will be implemented in RUL prediction of energy systems in the future. The book provides case studies, illustrations, graphs, and charts. Its chapters consider engineering, reliability, prognostics and health management, probabilistic multibody dynamical analysis, peridynamic and finite-element modelling, computer science, and mathematics.