Advanced mathematical tools for automatic control engineers. Volume 2, Stochastic techniques /

The second volume of this work continues the and approach of the first volume, providing mathematical tools for the control engineer and examining such topics as random variables and sequences, iterative logarithmic and large number laws, differential equations, stochastic measurements and optimizat...

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Bibliographic Details
Main Author Poznyak, Alexander S.
Format Electronic eBook
LanguageEnglish
Published Amsterdam ; Boston : Elsevier Science, 2009.
Edition1st ed.
Subjects
Automatic control > Mathematics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9780080914039
0080914039
9780080446738
Physical Description1 online resource (xxix, 538 pages) : illustrations

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Table of 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.

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