Stochastic Dynamics, Filtering and Optimization
eBook - PDF

Stochastic Dynamics, Filtering and Optimization

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Stochastic Dynamics, Filtering and Optimization

About this book

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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Yes, you can access Stochastic Dynamics, Filtering and Optimization by Debasish Roy,G. Visweswara Rao in PDF and/or ePUB format, as well as other popular books in Technology & Engineering & Engineering General. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Stochastic Dynamics, Filtering and Optimization
  3. Title
  4. Copyright
  5. Dedication
  6. Contents
  7. Figures
  8. Tables
  9. Preface
  10. Acronyms
  11. General Notations
  12. Chapter 1: Probability Theory and Random Variables
  13. Chapter 2: Random Variables: Conditioning, Convergence and Simulation
  14. Chapter 3: An Introduction to Stochastic Processes
  15. Chapter 4: Stochastic Calculus and Diffusion Processes
  16. Chapter 5: Numerical Solutions to Stochastic Differential Equations
  17. Chapter 6: Non-linear Stochastic Filtering and Recursive Monte Carlo Estimation
  18. Chapter 7: Non-linear Filters with Gain-type Additive Updates
  19. Chapter 8: Improved Numerical Solutions to SDEs by Change of Measures
  20. Chapter 9: Evolutionary Global Optimization via Change of Measures: A Martingale Route
  21. Chapter 10: COMBEO—A New Global Optimization Scheme By Change of Measures
  22. Appendix A (Chapter 1)
  23. Appendix B (Chapter 2)
  24. Appendix C (Chapter 3)
  25. Appendix D (Chapter 4)
  26. Appendix E (Chapter 5)
  27. Appendix F (Chapter 6)
  28. Appendix G (Chapter 7)
  29. Appendix H (Chapter 8)
  30. Appendix I (Chapter 9)
  31. References
  32. Bibliography
  33. Index