Stochastic processes : estimation, optimization, & analysis

Stochastic processes: estimation, optimi

📁 Stochastic processes: estimation, optimization, & analysis

✍ Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud 📂 Library 📅 2004 🏛 Kogan Page Science 🌐 English

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 maint

Stochastic Processes: Estimation, Optimi

📁 Stochastic Processes: Estimation, Optimization, and Analysis

✍ Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud 📂 Library 📅 2004 🏛 Butterworth-Heinemann 🌐 English

For engineers dealing with stochastic processes and for students of automatic control and mechanical and electrical engineering, Najim (INP, Toulouse, France) Enso Ikonen (U. of Oulu, Finland) and Ait-Kadi Daoud (mechanical engineering, U. of Laval, Quebec) consider in turn stochastic processes, est

Stochastic processes, estimation, and co

📁 Stochastic processes, estimation, and control

✍ Jason L. Speyer, Walter H. Chung 📂 Library 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English

Empirical Estimates in Stochastic Optimi

📁 Empirical Estimates in Stochastic Optimization and Identification

✍ Pavel S. Knopov, Evgeniya J. Kasitskaya (auth.) 📂 Library 📅 2002 🏛 Springer US 🌐 English

<P>This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extremal points, as well as empirical estimates of functionals with probability 1 and in probability are presented. It is shown that

Topics in Stochastic Analysis and Nonpar

📁 Topics in Stochastic Analysis and Nonparametric Estimation

✍ Mark Freidlin, Alexander Wentzell (auth.), Pao-Liu Chow, George Yin, Boris Mordu 📂 Library 📅 2008 🏛 Springer-Verlag New York 🌐 English

<p>To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006.

Topics in Stochastic Analysis and Nonpar

📁 Topics in Stochastic Analysis and Nonparametric Estimation

✍ Mark Freidlin, Alexander Wentzell (auth.), Pao-Liu Chow, George Yin, Boris Mordu 📂 Library 📅 2008 🏛 Springer-Verlag New York 🌐 English

<p>To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006.