Estimation, Optimisation and Analysis
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Stochastic Processes by Kaddour Najim
Book DescriptionA '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.
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Book DetailsISBN: 9781903996553
(235mm x 152mm x 30mm)
Imprint: Hermes Penton
Publisher: Elsevier Science & Technology
Publish Date: 1-Jul-2004
Country of Publication: United Kingdom
Books By Author Kaddour Najim
Control of Continuous Linear Systems, Hardback (April 2006)» View all books by Kaddour Najim
This book contains more than 150 problems and solutions on the control of linear continuous systems. The main definitions and theoretical tools are summarized at the beginning of each chapter, after which the reader is guided through the problems and how to solve them.
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