This book summarizes the developments in stochastic analysis and estimation. It presents novel applications to practical problems in mechanical systems. The main aspects of the course are random vibrations of discrete and continuous systems, analysis of nonlinear and parametric systems, stochastic modelling of fatigue damage, parameter estimation and identification with applications to vehicle road systems and process simulations by means of autoregressive models. The contributions will be of interest to engineers and research workers in industries and universities who want first hand information on present trends and problems in this topical field of engineering dynamics.

Contents: Preface.- I. Elishakoff: Random Vibrations of Discrete and Continuous Systems.- W. Kliemann: Analysis of Nonlinear Stochastic Systems.- M. Hazewinkel: Lectures on Linear and Nonlinear Filtering.- F. Kozin: Structural Parameter Identification Techniques.- W. Wedig: Parametric Instability and Process Identification.- W. Schiehlen: Modeling, Analysis and Estimation of Vehicle Systems.- K. Sobczyk: Stochastic Modelling and Analysis of Fatigue.- M. Hazewinkel: A Tutorial Introduction to Differential Manifolds, Calculus of Manifolds and Lie Algebras.