Download Instructor Resources of Stochastic Dynamics, Filtering and Optimization - Instructor Manual
PDF Please note that by purchasing this product, you will only receive instructor resources related to the book. This product does not include the book itself. by Debasish Roy, n of Science, Bangalore G. Visweswara Rao
Information
Format: PDF Language: English Publisher: Cambridge University Press Publication Date of the Electronic Edition: 2017
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ISBN: 9781107182646, 1107182646, 9781316996195, 1316996190
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Description
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. Applications to dynamical systems in science, engineering and recursive search algorithms are covered in depth Important topics including Radon-Nikodym derivatives and Girsanov theorems with emphasis on Ito diffusion processes are discussed comprehensively MATLAB® codes for all the applications are available on the companion website for both students and instructors
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