Stochastic Dynamics, Filtering and Optimization

by G Visweswara Rao and Debasish Roy

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: B074D38XGX
• ISBN13: 9781107182646
• Release Date: May 2017
• Publisher: Cambridge University Press
• Length: 742 Pages
• Weight: 2.91 lbs.
• Dimensions: 1.5" x 7.5" x 9.8"