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portada Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems
Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic SystemsAdvanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic SystemsAdvanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems
Type
Physical Book
Language
English
Pages
567
Format
Hardcover
Dimensions
24.1 x 16.8 x 3.3 cm
Weight
1.20 kg.
ISBN
0080446736
ISBN13
9780080446738

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems

Alexander S. Poznyak (Author) · Elsevier Science · Hardcover

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems - Poznyak, Alexander S.

New Book Imported to New Zealand
Delivery: 15 Jul - 22 Jul Shipping: 10 to 11 business days.
NZ$ 407.80
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NZ$ 407.80

Synopsis "Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems"

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.

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