Cambridge University Press
STOCHASTIC DYNAMICS, FILTERING AND OPTIMIZATION | by Debasish Roy | G. Visweswara Rao | Cambridge University Press | English
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About This Book
Targeted at graduate students, researchers and practitioners in the fields of science and engineering, this book provides a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. Under this framework, it then continues to develop several practical tools and applications involving stochastic dynamical systems. These include the tools for numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories to solve inverse problems and new stochastic search techniques. This is done for treating a broad class of non-convex optimization problems. MATLAB codes for all the applications are uploaded on the companion website.
About the Author
STOCHASTIC DYNAMICS, FILTERING AND OPTIMIZATION is authored by Debasish Roy | G. Visweswara Rao.
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Product description Review Select Guide Rating Book Description This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering. About the Author Debasish Roy is Professor at the Structural Engineering Division, Department of Civil Engineering, Indian Institute of Science, Bangalore. His research interests include computational mechanics of non-classical continua, stochastic dynamical systems and optimization/inverse problems. G. Visweswara Rao is an Engineering Consultant based in Bangalore, India. His research interests include structural dynamics specific to earthquake engineering, nonlinear and random vibration and stochastic structural dynamics. Read more
Book Highlights
✓Published by Cambridge University Press
✓Language: English
✓Publication date: 1 January 2017
✓Edition: First Edition
✓Category: Mathematics > Statistics
✓Rated 4.3/5 by 5 verified readers
✓Dimensions: 18.42 x 3.81 x 24.13 cm
✓Weight: 1 kg 320 g
✓FREE shipping on all BookShops.in orders
✓15-day hassle-free return policy
✓Cash on Delivery (COD) available across India
✓100% genuine physical book — not an eBook or PDF
Book Specifications
| ISBN-13 | 9781107182646 |
| ISBN-10 | 1107182646 |
| Publisher | Cambridge University Press |
| Language | English |
| Dimensions | 18.42 x 3.81 x 24.13 cm |
| Weight | 1 kg 320 g |
| Country | India |
| Category | Mathematics › Statistics |
| Customer Rating | 4.3 / 5 (5 ratings) |
| author | Debasish Roy | G. Visweswara Rao |
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