Nonlinear Filtering And Smoothing An Intruduction To Martingales Stochasticintegrals And Estimation
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Nonlinear Filtering And Smoothing
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Author : Venkatarama Krishnan
language : en
Publisher: Wiley-Interscience
Release Date : 1984
Nonlinear Filtering And Smoothing written by Venkatarama Krishnan and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Mathematics categories.
This historic book may have numerous typos and missing text. Purchasers can usually download a free scanned copy of the original book (without typos) from the publisher. Not indexed. Not illustrated. 1877 edition. Excerpt: ...with her arms, and we might still have been savages and idolaters; or what is worse, might have arrived at such a stagnant and miserable state of social institutions as China and Japan possess." It is this grand capacity of going out of himself, and becoming not only the patriot of his own nation but a citizen of the world, which makes the poets song so deathless, and covers him with a fadeless glory in the eyes of posterity. Again and again did this cosmopolitan spirit manifest itself in Shelley. " I have seen Dantes tomb, and worshipped the sacred spot," he writes in one letter, and in others gives full utterance to his reverence for genius and his passion fpr liberty. To follow Shelley through his entire sojourn in Italy is not my present intention. These details are to be read elsewhere; but in coming towards the close of his brief life it is impossible to avoid reflecting what sorrow the world must have engraved upon that heart which, before it throbbed for the last time, caused its owner to exclaim with melancholy pathos, "If I die tomorrow, I have lived to be older than my father; I am ninety years of age." Only twenty-nine is the real record; and even before these were attained his hair had become partially white. Had he avoided the catastrophe which resulted in his death, there is reason to fear he would not have passed middle life. A few short years had made strange and rapid changes in him, and on looking back at what he was, he might have exclaimed with "Wycherley (though at the close of a different career), when the dramatist gazed in old age upon a portrait representing him in the bloom of youth--" Quantum mutatus ab illo" I shall not linger over the closing scenes of Shelleys life, but some facts have recently...
Nonlinear Filtering And Smoothing
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Author : Venkatarama Krishnan
language : en
Publisher: Courier Corporation
Release Date : 2005-01-01
Nonlinear Filtering And Smoothing written by Venkatarama Krishnan and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Science categories.
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.
Nonlinear Filtering
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Author : Jitendra R. Raol
language : en
Publisher: CRC Press
Release Date : 2017-07-12
Nonlinear Filtering written by Jitendra R. Raol and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Technology & Engineering categories.
Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.
Rethinking Neural Networks
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Author : Karl H. Pribram
language : en
Publisher: Psychology Press
Release Date : 2014-04-08
Rethinking Neural Networks written by Karl H. Pribram and has been published by Psychology Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-08 with Psychology categories.
The result of the first Appalachian Conference on neurodynamics, this volume focuses on processing in biological neural networks. How do brain processes become organized during decision making? That is, what are the neural antecedents that determine which course of action is to be pursued? Half of the contributions deal with modelling synapto-dendritic and neural ultrastructural processes; the remainder, with laboratory research findings, often cast in terms of the models. The interchanges at the conference and the ensuing publication also provide a foundation for further meetings. These will address how processes in different brain systems, coactive with the neural residues of experience and with sensory input, determine decisions.
Introduction To Stochastic Calculus With Applications
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Author : Fima C. Klebaner
language : en
Publisher: Imperial College Press
Release Date : 2005
Introduction To Stochastic Calculus With Applications written by Fima C. Klebaner and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Stochastic Differential Equations
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Author : Bernt Øksendal
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-09
Stochastic Differential Equations written by Bernt Øksendal and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-09 with Mathematics categories.
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. This corrected 6th printing of the 6th edition contains additional corrections and useful improvements, based in part on helpful comments from the readers.
Introduction To Stochastic Calculus With Applications 3rd Edition
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Author : Fima C Klebaner
language : en
Publisher: World Scientific Publishing Company
Release Date : 2012-03-21
Introduction To Stochastic Calculus With Applications 3rd Edition written by Fima C Klebaner and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-21 with Mathematics categories.
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study.In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises./a
Stochastic Approaches In Earthquake Engineering
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Author : Y.K. Lin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Approaches In Earthquake Engineering written by Y.K. Lin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
From the preface: This volume is a collection of papers presented at the U.S. - Japan Joint Seminar on Stochastic Approaches in Earthquake Engineering held on May 6 and 7, 1987. The general theme of the two-day program was the application of probability and statistics to engineering problems related to strong ground motion. Within this general theme a great variety of subject matters were covered, including earthquake cataloging, ground motion modeling, system identification, failure mechanisms, response and reliability analyses, numerical techniques, and active control. The engineering systems considered included buildings, bridges and life-line networks.
Effective Dynamics Of Stochastic Partial Differential Equations
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Author : Jinqiao Duan
language : en
Publisher: Elsevier
Release Date : 2014-03-06
Effective Dynamics Of Stochastic Partial Differential Equations written by Jinqiao Duan and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-06 with Mathematics categories.
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. - New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty - Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations - Solutions or hints to all Exercises
Numerical Methods For Extreme Responses Of Dynamical Systems
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Author : Mircea D. Grigoriu
language : en
Publisher: Springer Nature
Release Date : 2025-01-22
Numerical Methods For Extreme Responses Of Dynamical Systems written by Mircea D. Grigoriu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-22 with Mathematics categories.
This book constructs input finite dimensional (FD) models that are amendable for numerical calculations and provides accurate representations for responses of dynamical systems to these inputs, i.e., numerical solutions of stochastic equations. It establishes conditions under which numerical solutions of these equations deliver accurate estimates of extreme responses of dynamical systems that are needed to, for example, predict extreme weather events and design reliable aircrafts. It is intended to serve a broad audience including graduate students, researchers, engineers, scientists and applied mathematicians interested in the formulation and solutions of complex stochastic problems.