Advanced mathematical tools for automatic control engineers /
Poznyak, Alexander S.
Amsterdam ; London : Elsevier,
2008-
Includes index.
Pt. I. Basics of Probability -- Ch. 1. Probability Space -- Ch. 2. Random Variables -- Ch. 3. Mathematical Expectation -- Ch. 4. Basic Probabilistic Inequalities -- Ch. 5. Characteristic Functions -- Pt. II. Discrete Time Processes -- Ch. 6. Random Sequences -- Ch. 7. Martingales -- Ch. 8. Limit Theorems as Invariant Laws -- Pt. III. Continuous Time Processes -- Ch. 9. Basic Properties of Continuous Time Processes -- Ch. 10. Markov Processes -- Ch. 11. Stochastic Integrals -- Ch. 12. Stochastic Differential Equations -- Pt. IV. Applications -- Ch. 13. Parametric Identification -- Ch. 14. Filtering, Prediction and Smoothing -- Ch. 15. Stochastic Approximation -- Ch. 16. Robust Stochastic Control.
Automatic control