He replaced Uruguayan Gus Poyet, who was sacked this week after winning only one of 12 league games since before Christmas.
Poyet's fate was sealed last Saturday when Sunderland lost 4-0 at home to lowly Aston Villa after conceding all four goals before halftime.
"You have to look at yourself and have confidence in yourself," Advocaat, 67, told a media conference.
"We are now in a situation where we are playing more or less at the bottom of the league, so something has to change. I'm a coach that likes to control games. Sunderland have not done a lot of that."
He said that having watched plenty of Premier League football on Dutch television, he knows enough about what he called "a great club" and that they can avoid going down to the Championship.
"I knew the squad, I knew the players, plus the fact that we have a great stadium and great fans.
"With the support of them, we must do it. I have a good feeling about the squad after the last three days, so why not?
"We know West Ham are a strong side, very physical. They are a difficult side to play but every game is difficult."
(Reporting by Steve Tongue; editing by Justin Palmer)
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