Title: Advanced Mathematical Tools for Automatic Control Engineers: Volume 2: Stochastic Systems
Publisher: Elsevier Science
Publication Date: 2009
Language: English
ISBN 10: 0080446736
ISBN 13: 9780080446738
Binding: Hardcover
Condition: New

About this title

Synopsis

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

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.

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