Stochastic Dynamics, Filtering and Optimization

Language: English

Published by Cambridge University Press, 2017

1107182646 / 9781107182646

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9781107182646

Title
Stochastic Dynamics, Filtering and Optimization
Author
Debasish Roy
Publisher
Cambridge University Press
Publication year
2017
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1107182646
ISBN 13
9781107182646
Item weight
1,797 grams
Dimensions
260x208x44 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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