03106cam a2200385Ia 4500001001300000003000600013005001700019006001900036007001500055008004100070040007400111020003500185020003200220035003900252050002300291072002500314072002500339082001700364100002600381245013900407246002600546250001200572260005200584300004500636504006400681520100400745505048701749588004702236650003602283650005102319650004902370655002202419776020402441856007502645ocn455361523OCoLC20140426153710.0m o d cr cnu---unuuu091009s2009 ne a ob 001 0 eng d aOPELSbengcOPELSdOPELSdCDXdN$TdYDXCPdEBLCPdBTCTAdIDEBKdOCLCQ a9780080914039 (electronic bk.) a0080914039 (electronic bk.) a(OCoLC)455361523z(OCoLC)311787842 4aTJ212b.P69 2009eb 7aTECx0040002bisacsh 7aTECx0370002bisacsh04a629.83122221 aPoznyak, Alexander S.10aAdvanced mathematical tools for automatic control engineers.nVolume 2,pStochastic techniquesh[electronic resource] /cAlex Poznyak.30aStochastic techniques a1st ed. aAmsterdam ;aBoston :bElsevier Science,c2009. a1 online resource (xxix, 538 p.) :bill. aIncludes bibliographical references (p. 529-533) and index. aThe 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 optimization, discrete martingales and probability space. It includes proofs of all theorems and contains many examples with solutions. It is written for researchers, engineers and advanced students who wish to increase their familiarity with different topics of modern and classical mathematics related to system and automatic control theories. It also has applications to game theory, machine learning and intelligent systems. * 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.0 aPreface; 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. aDescription based on print version record. 0aAutomatic controlxMathematics. 7aTECHNOLOGY & ENGINEERINGxAutomation.2bisacsh 7aTECHNOLOGY & ENGINEERINGxRobotics.2bisacsh 4aElectronic books.08iPrint version:aPoznyak, Alexander S.tAdvanced mathematical tools for automatic control engineers.nVolume 2, Stochastic techniques.dOxford : Elsevier Science, 2009z9780080446738w(OCoLC)319208894403ScienceDirectuhttp://www.sciencedirect.com/science/book/9780080446738