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Stochastic Dynamics, Filtering and Optimization (Hardcover) Loot Price: R2,407
Discovery Miles 24 070
Stochastic Dynamics, Filtering and Optimization (Hardcover): Debasish Roy, G. Visweswara Rao

Stochastic Dynamics, Filtering and Optimization (Hardcover)

Debasish Roy, G. Visweswara Rao

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Loot Price R2,407 Discovery Miles 24 070 | Repayment Terms: R226 pm x 12*

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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 (R) codes for all the applications are uploaded on the companion website.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: May 2017
Authors: Debasish Roy • G. Visweswara Rao
Dimensions: 249 x 190 x 39mm (L x W x T)
Format: Hardcover
Pages: 742
ISBN-13: 978-1-107-18264-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Optimization > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Professional & Technical > Mechanical engineering & materials > Mechanical engineering > General
LSN: 1-107-18264-6
Barcode: 9781107182646

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