Stochastic Models: Estimation and Control: v. 1 (Enhanced Edition‪)‬

When considering system analysis or controller design, the engineer has at
his disposal a wealth of knowledge derived from deterministic system and
control theories. One would then naturally ask, why do we have to go beyond
these results and propose stochastic system models, with ensuing concepts of
estimation and control based upon these stochastic models? To answer this
question, let us examine what the deterministic theories provide and determine
where the shortcomings might be.