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Advanced Mathematical Tools for Control Engineers: Volume 2: Stochastic Systems
Author(s): Poznyak (Author)
- Publisher: Elsevier Science
- Publication Date: 28 Aug. 2009
- Edition: Illustrated
- Language: English
- Print length: 500 pages
- ISBN-10: 0080446736
- ISBN-13: 9780080446738
Book Description
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
Editorial Reviews
Review
“This is a very well-written introduction to the basics of probability theory, stochastic analysis and their applications. Automatic control engineers will surely find much valuable material on different topics of modern and classical mathematics related to system and automatic control theories. In addition, this book may well serve as a reference book for researchers in applied probability theory and stochastic analysis…. Overall, this book is self-contained, well-organized, and clearly presented. It is a welcome addition to the existing collection of books in the field of probability and stochastic analysis, booth as a textbook at the graduate level and a reference book for researchers in this area.” –Mathematical Reviews
About the Author
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.
