Stochastic Processes: Estimation, Optimisation and Analysis - Hardcover

Najim, Kaddour; Ikonen, Enso; Daoud, Ait-Kadi

 
9781903996553: Stochastic Processes: Estimation, Optimisation and Analysis
Hardcover
ISBN 10: 1903996554 ISBN 13: 9781903996553
Verlag: Butterworth-Heinemann, 2004

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Butterworth-Heinemann
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
1903996554
ISBN 13 
9781903996553
Einband
Gebundene Ausgabe
Anzahl der Seiten
305
Kontakt zum Hersteller
Elsevier GmbH
https://www.elsevier.com/

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Berlin
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Deutschland