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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Άλλοι συγγραφείς: | , |
Μορφή: | Ηλεκτρονική πηγή Βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London Sterling, VA
Kogan Page Science
c2004
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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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020 | |a 1903996554 | ||
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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 |
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