000			01423 a2200217 4500
005			20180205110055.0
008			180130b xxu||||| |||| 00| 0 eng d
020			_a9781107182646
040			_cIIT Kanpur
041			_aeng
082			_a519.2 _bR812s
100			_aRoy, Debasish
245			_aStochastic dynamics, filtering and optimization _cDebasish Roy and G. Visweswara Rao
260			_bCambridge University Press _c2017 _aCambridge
300			_axxxvii, 709p
520			_aTargeted 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			_aMathematical optimization
650			_aStochastic differential equations -- Numerical solutions
700			_aRao, G. Visweswara
942			_cBK
999			_c558218 _d558218