• ISBN13: 9780080446738
• Binding: Hardcover
• Subject: Engineering
• Publisher: Elsevier
• Publisher Imprint: Elsevier
• Publication Date: August 16, 2009
• Pages: 538
• Original Price: USD 235.0
• Language: English
• Edition: N/A
• Item Weight: 1203 grams

About the 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.