Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers.

The book is divided into four main parts. Part I discusses the fundamentals of probability theory, covering probability spaces, random variables, mathematical expectation, inequalities, and characteristic functions. Part II addresses discrete time processes, including the concepts of random sequences, martingales, and limit theorems. Part III covers continuous time stochastic processes, namely Markov...