دانلود کتاب Advanced Mathematical Tools for Automatic Control Engineers: Stochastic Techniques

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