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基於統計學習的時空動力系統建模(英文版)

  • 作者:編者:寧瀚文
  • 出版社:科學
  • ISBN:9787030634658
  • 出版日期:2019/01/01
  • 裝幀:平裝
  • 頁數:275
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內容大鋼
    隨機偏微分方程的系統辨識是利用隨機分佈參數系統的觀測數據去重構描述這個系統的未知的隨機偏微分方程,它可以看作是對隨機偏微分方程的」反向」的研究。偏微分動力學系統的辨識與建模是一個比較前沿,綜合性的研究方向。本書對這個方向的研究成果進行了綜述,對作者已有的一些重要工作進行了總結與延深,併為相關未來的研究提供有益的啟迪。

作者介紹
編者:寧瀚文

目錄
Preface
Chapter 1 Overview of Statistical Learning Methods
  1.1  A brief introduction of statistical learning
  1.2  Linear model
    1.2.1  Linear regression model
    1.2.2  Regularized linear regression
    1.2.3  Reproducing kernel model
  References
Chapter 2 Online Kernel Learning of Nonlinear Spatiotemporal Systems
  2.1  Motivation of this chapter
  2.2  Discretization and lattice dynamic systems
  2.3  MIMO partially linear model
  2.4  The PM-RLS-SVM for MIMO partially linear systems
  2.5  Numerical simulations and some discussions
  2.6  Summary
  References
Chapter 3 Learning of Partially Known Nonlinear Stochastic Spatiotemporal Dynamical Systems
  3.1  Motivation of this chapter
  3.2  Reproducing kernel methods for partially linear models
  3.3  The extended partially linear model for SPDE
  3.4  Extended partially ridge regression
  3.5  Simulations and comparison
  3.6  Summary
  References
Chapter 4 Learning of Nonlinear Stochastic Spatiotemporal Dynamical Systems
  4.1  Motivation of this chapter
  4.2  Stochastic evolution equation and approximation error of FEM
  4.3  Learning framework and the kernel learning method
  4.4  Learning with irregular observation data
  4.5  Simulations and comparison
  4.6  Summary
  References
Chapter 5 Learning of Nonlinear Spatiotemporal Dynamical Systems with Non-Uniform Observations
  5.1  Motivation of this chapter
  5.2  Discretization and non-uniform sampling problem
  5.3  A multi-step learning method with non-uniform sampling data
  5.4  Inverse meshless collocation model and learning algorithm
  5.5  Numerical example
  5.6  Summary
  References
Chapter 6 Online Learning of Nonlinear Stochastic Spatiotemporal System with Multiplicative Noise
  6.1  Motivation of this chapter
  6.2  Discretization and heterogeneous partially linear model
  6.3  Error dynamical system of PLM
  6.4  Robust optimal control algorithm for error dynamical system
  6.5  Numerical examples
  6.6  Summary
  References
Chapter 7 Robust Online Learning Method Based on Dynamical Linear Quadratic Regulator
  7.1  Motivation of this chapter

  7.2  Benchmark online learning methods
  7.3  Online learning framework
  7.4  Robust online learning method based on LQR
  7.5  The online learning in kernel spaces
  7.6  Numerical examples
  7.7  Summary
  References
Chapter 8 Approximate Controllability of Nonlinear Stochastic Partial Di.erential Systems
  8.1  Motivation of this chapter
  8.2  Basic concepts and preliminaries
  8.3  The controllability results
  8.4  Illustrative example
  8.5  Summary
  References

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