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Stochastic Dynamics, Filtering and Optimization

Af: G. Visweswara Rao, Debasish Roy Engelsk Hardback

Stochastic Dynamics, Filtering and Optimization

Af: G. Visweswara Rao, Debasish Roy Engelsk Hardback
Tjek vores konkurrenters priser
Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories for solving inverse problems and a new stochastic search technique for treating a broad class of non-convex optimization problems. MATLAB® codes for all the applications are uploaded on the companion website.
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Tjek vores konkurrenters priser
Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories for solving inverse problems and a new stochastic search technique for treating a broad class of non-convex optimization problems. MATLAB® codes for all the applications are uploaded on the companion website.
Produktdetaljer
Sprog: Engelsk
Sider: 742
ISBN-13: 9781107182646
Indbinding: Hardback
Udgave:
ISBN-10: 1107182646
Kategori: Stokastik
Udg. Dato: 4 maj 2017
Længde: 38mm
Bredde: 314mm
Højde: 195mm
Forlag: Cambridge University Press
Oplagsdato: 4 maj 2017
Forfatter(e) G. Visweswara Rao, Debasish Roy


Kategori Stokastik


ISBN-13 9781107182646


Sprog Engelsk


Indbinding Hardback


Sider 742


Udgave


Længde 38mm


Bredde 314mm


Højde 195mm


Udg. Dato 4 maj 2017


Oplagsdato 4 maj 2017


Forlag Cambridge University Press

Kategori sammenhænge