|Lecture (MTH 0304):||TuTh 3:30pm - 4:45pm. P. S. Krishnaprasad|
|Office Hours (AVW 2233):||M 2:00-5:00 pm (and by appointment)|
Real Analysis WebNotes by John Lindsay Orr
Real Analysis A first course by John O'Connor
My course on Optimal Control ENEE 664 in Spring 2004.
My course on Nonlinear Control ENEE 661 in Spring 2005.
Dynamical Theories of Brownian Motion by Edward Nelson, second edition, 2001. This downloadable version is available at Prof. Nelson's website.
Notes for a course on stochastic differential equations by Prof. L.C. Evans Version 1.2
Notes for a course on stochastic analysis by Prof. T. Kurtz from year 2001
IEEE Transactions on Automatic Control Special issue on the LQG problem (December 1971)
Fundamental papers on thermal noise due by J.B. Johnson and H. Nyquist