Skip to main content

Save up to 30% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 30% on print and eBooks.

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Stochastic Systems

1st Edition - August 13, 2009

Author: Alexander S. Poznyak

Language: English
Hardback ISBN:
9 7 8 - 0 - 0 8 - 0 4 4 6 7 3 - 8
eBook ISBN:
9 7 8 - 0 - 0 8 - 0 9 1 4 0 3 - 9

Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers… Read more

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote

Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers.

The book is divided into four main parts. Part I discusses the fundamentals of probability theory, covering probability spaces, random variables, mathematical expectation, inequalities, and characteristic functions. Part II addresses discrete time processes, including the concepts of random sequences, martingales, and limit theorems. Part III covers continuous time stochastic processes, namely Markov processes, stochastic integrals, and stochastic differential equations. Part IV presents applications of stochastic techniques for dynamic models and filtering, prediction, and smoothing problems. It also discusses the stochastic approximation method and the robust stochastic maximum principle.