eBook - ePub

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Name: Advanced Mathematical Tools for Automatic Control Engineers: Volume 2
ISBN: 9780080914039

Stochastic Systems

Alexander S. Poznyak,

Alex Poznyak,

567 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Stochastic Systems

Alexander S. Poznyak,

Alex Poznyak,

About this book

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. - Provides comprehensive theory of matrices, real, complex and functional analysis - Provides practical examples of modern optimization methods that can be effectively used in variety of real-world applications - Contains worked proofs of all theorems and propositions presented

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Yes, you can access Advanced Mathematical Tools for Automatic Control Engineers: Volume 2 by Alexander S. Poznyak,Alex Poznyak in PDF and/or ePUB format, as well as other popular books in Technology & Engineering & Applied Mathematics. We have over one million books available in our catalogue for you to explore.