Stochastic process (covariance function, spectral density, analysis of
stochastic process), stochastic state models (discrete time systems, continuous
time systems, linear stochastic differential functions), analysis of dynamical
systems whose inputs are stochastic process, parametric optimization (evaluation
of loss function for continuous and discrete time systems), minimal variance
control strategies (optimal prediction of discrete time stationary processes,
sensitivity of the optimal systems, suboptimal control strategies, industrial
application, practical experiments to determine process dynamics, real time