Skip to Main Content
Modeling and Inverse Problems in the Presence of Uncertainty
book

Modeling and Inverse Problems in the Presence of Uncertainty

by H. T. Banks, Shuhua Hu, W. Clayton Thompson
April 2014
Intermediate to advanced content levelIntermediate to advanced
405 pages
13h
English
Chapman and Hall/CRC
Content preview from Modeling and Inverse Problems in the Presence of Uncertainty
Propagation of Uncertainty in a Continuous Time Dynamical System 229
0 0.5 1 1.5 2 2.5 3
1
2
3
4
5
6
7
8
t
X(t)
FIGURE 7 .2: A realization of a unit Poisson process.
In addition, the mean function µ of a renewal process satisfies the so-called
renewal equation given by
µ(t) = P
S
(t) +
Z
t
0
p
S
(s)µ(t s)ds, (7.35)
where P
S
and p
S
respectively denote the cumulative distribution function and
probability density function of the interarrival times of the renewal process.
Interested readers can refer to [92, Chapter 5] for more information on the
renewal process.
To he lp to visualize the Poisson process, a realization of a unit Poisson
process is demonstr ated in Figure 7.2. ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Nonlinear Inverse Problems in Imaging

Nonlinear Inverse Problems in Imaging

Jin Keun Seo, Eung Je Woo
Multimodal Scene Understanding

Multimodal Scene Understanding

Michael Ying Yang, Bodo Rosenhahn, Vittorio Murino

Publisher Resources

ISBN: 9781482206432