Stochastic processes: estimation, optimization, & analysis
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London
Kogan Page Science
2004
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and index A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible |
| Beschreibung: | 1 Online-Ressource (xi, 332 p.) |
| ISBN: | 1417532475 9781417532476 9781903996553 1903996554 |
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible | ||
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| 650 | 7 | |a Mathematical optimization |2 fast | |
| 650 | 7 | |a Recursive functions |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
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| 650 | 4 | |a Estimation, Théorie de l' | |
| 650 | 4 | |a Optimisation mathématique | |
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| 650 | 4 | |a Mathematical optimization | |
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| 700 | 1 | |a Ikonen, Enso |e Sonstige |4 oth | |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV042315410 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:12Z |
| institution | BVB |
| isbn | 1417532475 9781417532476 9781903996553 1903996554 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027752401 |
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| owner_facet | DE-1046 |
| physical | 1 Online-Ressource (xi, 332 p.) |
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| publishDate | 2004 |
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| spelling | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud London Kogan Page Science 2004 1 Online-Ressource (xi, 332 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Stochastic processes Estimation theory Mathematical optimization Recursive functions Najim, K. Sonstige oth Ikonen, Enso Sonstige oth Daoud, Ait-Kadi Sonstige oth http://www.sciencedirect.com/science/book/9781903996553 Verlag Volltext |
| spellingShingle | Stochastic processes estimation, optimization, & analysis MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Stochastic processes Estimation theory Mathematical optimization Recursive functions |
| title | Stochastic processes estimation, optimization, & analysis |
| title_auth | Stochastic processes estimation, optimization, & analysis |
| title_exact_search | Stochastic processes estimation, optimization, & analysis |
| title_full | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_fullStr | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_full_unstemmed | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_short | Stochastic processes |
| title_sort | stochastic processes estimation optimization analysis |
| title_sub | estimation, optimization, & analysis |
| topic | MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Stochastic processes Estimation theory Mathematical optimization Recursive functions |
| topic_facet | MATHEMATICS / Probability & Statistics / Stochastic Processes Estimation theory Mathematical optimization Recursive functions Stochastic processes Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives |
| url | http://www.sciencedirect.com/science/book/9781903996553 |
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