Stochastic processes :estimation, optimization, & analysis
- 其他作者: Najim, K. , Ikonen, Enso, , Daoud, Ait-Kadi.
- 出版: London ;Sterling, VA : Kogan Page Science 2004.
- 稽核項: 1 online resource (xi, 332 pages).
- 標題: MATHEMATICS Probability & Statistics -- Stochastic Processes. , Probability & StatisticsStochastic Processes. , Estimation theory. , Optimisation mathématique. , Processus stochastiques. , Stochastic processes. , Stochastic Processes , Théorie de l'estimation. , Electronic books. , MATHEMATICS , Fonctions récursives. , Mathematical optimization. , Recursive functions.
- ISBN: 1903996554 , 9781903996553
- 試查全文@TNUA:
- 附註: Includes bibliographical references and index. Stochastic Processes: Foundations of probability; Probability Densities Estimation; Optimisation Techniques; Analysis of Recursive Stochastic Algorithms.
- 摘要: 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.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=114644
- 系統號: 005310528
- 資料類型: 電子書
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- 引用網址: 複製連結
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
來源: Google Book
來源: Google Book
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