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ADVANCED MATHEMATICAL TOOLS FOR AUTOMATIC CONTROL ENGINEERS: VOLUME 2
Advanced Mathematical Tools for Automatic Control Engineers: Volume 2
Stochastic Systems
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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

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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