Advanced mathematical tools for automatic control engineers
Volume 2
Stochastic techniques
Stochastic techniques
Poznyak, Alexander S.
creator
text
bibliography
Electronic books.
ne
Amsterdam
Boston
Elsevier Science
2009
1st ed.
monographic
eng
1 online resource (xxix, 538 p.) : ill.
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 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.
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.
Alex Poznyak.
Includes bibliographical references (p. 529-533) and index.
Automatic control
Mathematics
TECHNOLOGY & ENGINEERING
Automation
TECHNOLOGY & ENGINEERING
Robotics
TJ212 .P69 2009eb
629.8312
Advanced mathematical tools for automatic control engineers
Poznyak, Alexander S.
Oxford : Elsevier Science, 2009
Volume 2, Stochastic techniques.
(OCoLC)319208894
9780080914039 (electronic bk.)
0080914039 (electronic bk.)
http://www.sciencedirect.com/science/book/9780080446738
http://www.sciencedirect.com/science/book/9780080446738
OPELS
091009
20140426153710.0
ocn455361523
eng