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Stochastic Dynamics, Filtering and Optimization
Debasish Roy
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Description for Stochastic Dynamics, Filtering and Optimization
hardcover. This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering. Num Pages: 700 pages. BIC Classification: TJFM. Category: (U) Tertiary Education (US: College). .
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2017
Publisher
Cambridge University Press
Condition
New
Number of Pages
742
Place of Publication
Cambridge, United Kingdom
ISBN
9781107182646
SKU
V9781107182646
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-8
About Debasish Roy
Debasish Roy is currently working as Professor in the Computational Mechanics Laboratory at the Indian Institute of Science, Bangalore. He obtained his Ph.D. from the Indian Institute of Science, followed by post-doctoral research at the University of Innsbruck, Austria. Besides being a fellow of the Indian National Academy of Engineering, he has also held an Honorary Professorship in the School ... Read more
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