Stochastic Systems for Engineers

A self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs.

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This is a self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs. It is designed for advanced undergraduate and postgraduate courses in control engineering, mathematical modelling, filters and dynamics who are working towards degrees in engineering, information technology, aeronautics and applied mathematics.