000			02077nam a22002177a 4500
999			_c24680 _d24680
003			VITAP
005			20200303155431.0
008			181227b ||||| |||| 00| 0 eng d
020			_a9781107182646
040			_cVITAP
082			_223rd _a519.2 ROY
100			_98907 _aRoy, Debasish
245			_aStochastic Dynamics, Filtering and Optimization / _cDebasish Roy & G.Visweswara Rao
260			_aNew Delhi _bCambridge University Press _c2018
300			_axxxvii, 709p.
500			_aIt includes index argeted 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
650		0	_98908 _aMathematical optimization; Stochastic differential equations--Numerical solutions; Stochastic processes--Mathematical models; Probabilities; Random variables; Stochastic processes
700			_98909 _aRao, G. Visweswara
856			_uhttps://www.cambridge.org/in/academic/subjects/engineering/control-systems-and-optimization/stochastic-dynamics-filtering-and-optimization?format=HB
942			_2ddc _cREF