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.