Téléchargez le livre : Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Stochastic Systems

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Éditeur :

Elsevier Science


Paru le : 2009-08-13



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Description
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
Pages
567 pages
Collection
n.c
Parution
2009-08-13
Marque
Elsevier Science
EAN papier
9780080446738
EAN EPUB SANS DRM
9780080914039
Informations sur l'ebook
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Prix
179,35 €
Alexander Poznyak is Professor and Department Head of Automatic Control at CINESTAV of IPN in Mexico. He graduated from Moscow Physical Technical Institute in 1970, and earned Ph.D. and Doctoral Degrees from the Institute of Control Sciences of Russian Academy of Sciences in 1978 and 1989, respectively. He has directed 43 Ph.D. theses, and published more than 260 papers and 14 books.

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