Stochastic Dynamics, Filtering and Optimization

Stochastic Dynamics, Filtering and Optimization by G. Visweswara Rao

Quick Overview

Written By: Debasish Roy, G. Visweswara Rao
Publisher: Cambridge University Press

Binding: Hardcover
Edition: First
Language: English
EAN: 9781107182646
ISBN: 1107182646
Number Of Pages: 742
Publication Date: 2017-05-04
Manufacturer: Cambridge University Press

Availability: Usually dispatched within 24 hours

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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. MATLABĀ® codes for all the applications are uploaded on the companion website.

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