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Extension in techniques for stochastic dynamic systems. (English) Zbl 0809.93055

Leondes, C. T. (ed.), Digital and numeric techniques and their applications in control systems. Part 1 of 2. San Diego, CA: Academic Press, Inc.. Control Dyn. Syst., Adv. Theory Appl. 55, 429-470 (1993).
This paper (chapter) provides a very general overview of analysis of stochastic dynamical systems, without providing much information in more than 40 pages. There are grammatical errors throughout. The author took bold steps, in presenting an historical overview, in including the author’s own name in the list (pp. 434-437) of the most prominent authors in the field of stochastic systems, while leaving out several others, (Benes, Mitter, Blankenship, for example).
For the entire collection see [Zbl 0772.00014].

MSC:

93E03 Stochastic systems in control theory (general)