Stochastic dynamics and control

• Main Author: Sun, Jian-Qiao.
• Format: eBook
• Language: English
• Published: Amsterdam ; Boston : Elsevier, c2006.
• Edition: 1st ed.
• Series: Monograph series on nonlinear science and complexity ; 4.
• Subjects: Stochastic processes.; elektronické knihy; electronic books
• ISBN: 9780080463988; 9780080463964
• Physical Description: 1 online zdroj (xvi, 410 p.) : ill.

This book is a result of many years of authors research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in...