TY  - BOOK
AU  - Roy,Debasish Kumar
AU  - G.,Visweswara Rao
TI  - Stochastic dynamics, filtering, and optimization
SN  - 9781316863107 (ebook)
AV  - QA273 .R8677 2017
U1  - 519.2 23
PY  - 2017///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Random variables
KW  - Textbooks
KW  - Probabilities
KW  - Stochastic processes
N1  - Title from publisher's bibliographic system (viewed on 12 Feb 2018)
N2  - 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
UR  - https://doi.org/10.1017/9781316863107
ER  -