Stochastic dynamics, filtering, and optimization:
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 contin...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2017
|
| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 12 Feb 2018) |
| Physical Description: | 1 Online-Ressource (xxxvii, 709 Seiten) |
| DOI: | 10.1017/9781316863107 |
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| publishDate | 2017 |
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| publisher | Cambridge University Press |
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| spelling | Roy, Debasish Kumar 1946- Verfasser aut Stochastic dynamics, filtering, and optimization Debasish Roy, G. Visweswara Rao Cambridge Cambridge University Press 2017 1 Online-Ressource (xxxvii, 709 Seiten) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 12 Feb 2018) 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 Random variables / Textbooks Probabilities / Textbooks Stochastic processes / Textbooks Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 s 1\p DE-604 G., Visweswara Rao Verfasser aut Erscheint auch als Druck-Ausgabe 9781107182646 https://doi.org/10.1017/9781316863107 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Roy, Debasish Kumar 1946- G., Visweswara Rao Stochastic dynamics, filtering, and optimization Random variables / Textbooks Probabilities / Textbooks Stochastic processes / Textbooks Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4057625-5 |
| title | Stochastic dynamics, filtering, and optimization |
| title_auth | Stochastic dynamics, filtering, and optimization |
| title_exact_search | Stochastic dynamics, filtering, and optimization |
| title_full | Stochastic dynamics, filtering, and optimization Debasish Roy, G. Visweswara Rao |
| title_fullStr | Stochastic dynamics, filtering, and optimization Debasish Roy, G. Visweswara Rao |
| title_full_unstemmed | Stochastic dynamics, filtering, and optimization Debasish Roy, G. Visweswara Rao |
| title_short | Stochastic dynamics, filtering, and optimization |
| title_sort | stochastic dynamics filtering and optimization |
| topic | Random variables / Textbooks Probabilities / Textbooks Stochastic processes / Textbooks Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Random variables / Textbooks Probabilities / Textbooks Stochastic processes / Textbooks Stochastische Optimierung |
| url | https://doi.org/10.1017/9781316863107 |
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