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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| Format: | Software eBook |
| Language: | English |
| Published: |
Oxford
Elsevier
2009.
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| Online Access: | Click here to view the full text content Click here to view the full text content Click here to view the full text content |
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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.