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 | ADVANCED MATHEMATICAL TOOLS FOR AUTOMATIC CONTROL ENGINEERS: VOLUME 2
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Stochastic Systems
To order this title, and for more information, click here
By
Alex Poznyak
Audience
Undergraduate, graduate, research students of automotive control engineering, aerospace engineering, mechanical engineering and control in Chemical engineering.
Contents
Preface; Introduction; Probability Space; Random Variables; Mathematical Expectation; Random Sequences; Conditional Mathematical Expectation;
Discrete Martingales; Large Number Laws; Characteristic Functions and the Central Limit Theorem; Iterative Logarithmic Law; Stochastic
Differential Equations; Wiener and Kalman Filtering; Parametric Identification under Stochastic Measurements; Stochastic Optimization;
Finite Markov Chains, Discrete Events and Elements of Queering Theory
| Bibliographic details |
Hardbound, 0 pages, publication date: SEP-2009
ISBN-13: 978-0-08-044673-8
ISBN-10: 0-08-044673-6
Imprint: ELSEVIER
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| Price and Ordering |
Price:
GBP 111.99 USD 190 EUR 131.95
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Last update: 7 Sep 2009
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