Stochastic Processes: Estimation, Optimization, and Analysis

Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud9781903996553, 1-9039-9655-4

For engineers dealing with stochastic processes and for students of automatic control and mechanical and electrical engineering, Najim (INP, Toulouse, France) Enso Ikonen (U. of Oulu, Finland) and Ait-Kadi Daoud (mechanical engineering, U. of Laval, Quebec) consider in turn stochastic processes, estimation, optimization, and the analysis of recursive stochastic algorithms to explain how to approach a variety of problems in applied probability and statistics. They emphasize the design of techniq …