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Stochastic Dynamics,Filtering and Optimization/ Debasish Roy and G.Visweswara Rao

By: Material type: TextTextPublication details: Cambridge : Cambridge University Press, 2017.Description: xxxvii,709pISBN:
  • 9781107182646
Subject(s): DDC classification:
  • 519.23 ROY/S
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.
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Holdings
Item type Current library Home library Call number Status Date due Barcode
Book Book Study Centre Alappuzha, University of Kerala Processing Center Study Centre Alappuzha, University of Kerala 519.23 ROY/S (Browse shelf(Opens below)) Not For Loan USCA5503


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.

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