| 000 -LEADER |
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| fixed length control field |
01423 a2200217 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20180205110055.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180130b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9781107182646 |
| 040 ## - CATALOGING SOURCE |
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| Transcribing agency |
IIT Kanpur |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2 |
| Item number |
R812s |
| 100 ## - MAIN ENTRY--AUTHOR NAME |
|---|
| Personal name |
Roy, Debasish |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Stochastic dynamics, filtering and optimization |
| Statement of responsibility, etc |
Debasish Roy and G. Visweswara Rao |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher |
Cambridge University Press |
| Year of publication |
2017 |
| Place of publication |
Cambridge |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xxxvii, 709p |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematical optimization |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Stochastic differential equations -- Numerical solutions |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rao, G. Visweswara |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
