Advanced Mathematical Tools for Automatic Control Engineers: Stochastic Techniques

✍ Scribed by Alexander S. Poznyak (Auth.)

Publisher: Elsevier Science
Year: 2009
Tongue: English
Leaves: 532
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Content:
Dedication, Page ii
Copyright, Page iv
Preface, Pages xv-xix
Notations and Symbols, Pages xxi-xxv
Chapter 1 - Probability Space, Pages 3-31
Chapter 2 - Random Variables, Pages 33-45
Chapter 3 - Mathematical Expectation, Pages 47-62
Chapter 4 - Basic Probabilistic Inequalities, Pages 63-81
Chapter 5 - Characteristic Functions, Pages 83-99
Chapter 6 - Random Sequences, Pages 103-131
Chapter 7 - Martingales, Pages 133-173
Chapter 8 - Limit Theorems as Invariant Laws, Pages 175-236
Chapter 9 - Basic Properties of Continuous Time Processes, Pages 239-261
Chapter 10 - Markov Processes, Pages 263-286
Chapter 11 - Stochastic Integrals, Pages 287-322
Chapter 12 - Stochastic Differential Equations, Pages 323-354
Chapter 13 - Parametric Identification, Pages 357-416
Chapter 14 - Filtering, Prediction and Smoothing, Pages 417-437
Chapter 15 - Stochastic Approximation, Pages 439-470
Chapter 16 - Robust Stochastic Control, Pages 471-527
Bibliography, Pages 529-533
Index, Pages 535-538

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