http://iet.metastore.ingenta.com
1887

Appendix C: Stochastic processes

Appendix C: Stochastic processes

For access to this article, please select a purchase option:

Buy chapter PDF
£10.00
(plus tax if applicable)

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Name:*
Email:*
Your details
Name:*
Email:*
Department:*
Why are you recommending this title?
Select reason:
 
 
 
 
 
Design of Embedded Robust Control Systems Using MATLAB® / Simulink® — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

In this appendix, we present some notation and basic facts pertaining to the theory of stochastic processes. For a systematic and rigorous treatment of this subject, the reader should consult the references given at the end of the appendix.

Chapter Contents:

  • C.1 Random variables
  • C.2 Stochastic processes
  • C.3 White noise
  • C.4 Gauss–Markov processes
  • C.5 Generation of white noise in MATLAB®
  • C.6 Notes and references

Inspec keywords: stochastic processes

Other keywords: stochastic processes

Subjects: Statistics; Other topics in statistics; Probability theory, stochastic processes, and statistics; Other topics in statistics

Related content

content/books/10.1049/pbce113e_appendixc
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Loading
This is a required field
Please enter a valid email address