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Stochastic Processes: Estimation, Optimisation and Analysis by Ait-Kadi Daoud, Kaddour Najim, Enso Ikonen (Hardcover, 2004)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
Elsevier Science & Technology
ISBN-13
9781903996553
eBay Product ID (ePID)
95805137

Product Key Features

Author
AIT-Kadi Daoud, Kaddour Najim, Enso Ikonen
Publication Name
Stochastic Processes: Estimation, Optimisation and Analysis
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2004
Type
Textbook
Number of Pages
305 Pages

Dimensions

Item Height
235mm
Item Width
152mm
Item Weight
660g

Additional Product Features

Title_Author
Kaddour Najim, AIT-Kadi Daoud, Enso Ikonen
Country/Region of Manufacture
United Kingdom

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