Stochastic processes estimation, optimization, & analysis

• Main Author: Najim, K
• Corporate Author: ScienceDirect (Online service)
• Other Authors: Ikonen, Enso 1965-, Daoud, Ait-Kadi
• Format: Electronic Book
• Language: English
• Published: London Sterling, VA Kogan Page Science c2004
• Subjects: Στοχαστικές διαδικασίες; Estimation theory; Mathematical optimization; Recursive functions; Estimation, Theorie de l'; Μαθηματική βελτιστοποίηση; Αναδρομικές συναρτήσεις

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...