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 ...
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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. MATLAB??? codes for all the applications are uploaded on the companion website.
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Add this copy of Stochastic Dynamics, Filtering and Optimization to cart. $32.75, very good condition, Sold by Prior Books rated 5.0 out of 5 stars, ships from Cheltenham, GLOUCESTERSHIRE, UNITED KINGDOM, published 2017 by Cambridge University Press.
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Very Good. Size: 7x1x9; A very good or even better than very good hardback with just a few very mild bumps, hence a non-text page is stamped damaged. Despite such, this book is actually in very decent shape, and appears unread. Now offered at a special bargain price.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
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