000			02061nam a22003618i 4500
001			CR9781316863107
003			UkCbUP
005			20221102214115.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			160527s2017||||enk o ||1 0|eng|d
020			_a9781316863107 (ebook)
020			_z9781107182646 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA273 _b.R8677 2017
082	0	0	_a519.2 _223
100	1		_aRoy, Debasish Kumar, _d1946- _eauthor. _966868
245	1	0	_aStochastic dynamics, filtering, and optimization / _cDebasish Roy, G. Visweswara Rao.
264		1	_aCambridge : _bCambridge University Press, _c2017.
300			_a1 online resource (xxxvii, 709 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 12 Feb 2018).
520			_aTargeted 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.
650		0	_aRandom variables _vTextbooks. _94441
650		0	_aProbabilities _vTextbooks. _94442
650		0	_aStochastic processes _vTextbooks. _94443
700	1		_aG., Visweswara Rao _q(Gorti), _eauthor. _966869
776	0	8	_iPrint version: _z9781107182646
856	4	0	_uhttps://doi.org/10.1017/9781316863107
942			_cETB
999			_c81776 _d81776