Stochastic processes estimation, optimization, & analysis

A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Najim, K
Συγγραφή απο Οργανισμό/Αρχή: ScienceDirect (Online service)
Άλλοι συγγραφείς: Ikonen, Enso 1965-, Daoud, Ait-Kadi
Μορφή: Ηλεκτρονική πηγή Βιβλίο
Γλώσσα:English
Έκδοση: London Sterling, VA Kogan Page Science c2004
Θέματα:
Διαθέσιμο Online:An electronic book accessible through the World Wide Web; click for information
An electronic book accessible through the World Wide Web; click for information
Publisher description
Table of contents only
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008 090520s2004 eng
020 |a 9781903996553 
020 |a 1903996554 
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041 0 |a eng 
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100 1 |a Najim, K  |9 74756 
245 1 0 |a Stochastic processes  |h [electronic resource]  |b estimation, optimization, & analysis  |c edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud 
246 1 3 |a Stochastic processes  |b estimation, optimization, and analysis 
260 |a London  |a Sterling, VA  |b Kogan Page Science  |c c2004 
300 |a xi, 332 σ.  |b εικ.  |c 24 εκ 
504 |a Περιέχει βιβλιογραφικές παραπομπές και ευρετήριο 
505 1 |a Stochastic Processes: Foundations of probability; Probability Densities Estimation; Optimisation Techniques; Analysis of Recursive Stochastic Algorithms 
520 |a A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible 
650 4 |a Στοχαστικές διαδικασίες  |9 19 
650 4 |a Estimation theory  |9 11282 
650 4 |a Mathematical optimization  |9 10671 
650 4 |a Recursive functions  |9 74757 
650 4 |a Στοχαστικές διαδικασίες  |9 19 
650 4 |a Estimation, Theorie de l'  |9 74759 
650 4 |a Μαθηματική βελτιστοποίηση  |9 10671 
650 4 |a Αναδρομικές συναρτήσεις   |9 162886 
700 1 |a Ikonen, Enso  |d 1965-  |9 74762 
700 1 |a Daoud, Ait-Kadi  |9 74763 
710 2 |a ScienceDirect (Online service)  |9 35187 
852 |a GR-PaULI  |b ΠΑΤΡΑ  |b ΒΚΠ  |h 519.2/3 NAJ 
856 4 0 |3 ScienceDirect  |u http://www.sciencedirect.com/science/book/9781903996553  |z An electronic book accessible through the World Wide Web; click for information 
856 4 0 |3 Referex  |u http://www.engineeringvillage.com/controller/servlet/OpenURL?genre=book&isbn=9781903996553  |z An electronic book accessible through the World Wide Web; click for information 
856 4 2 |3 Publisher description  |u http://www.loc.gov/catdir/enhancements/fy0618/2004050747-d.html 
856 4 1 |3 Table of contents only  |u http://www.loc.gov/catdir/enhancements/fy0618/2004050747-t.html 
942 |2 ddc 
999 |c 50846  |d 50846 
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