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Author : Uwe Küchler,Vjačeslav A. Vasilʹev
Publisher : Unknown
Page : 13 pages
File Size : 49,6 Mb
Release : 1998
Category : Electronic
ISBN : OCLC:76004484
Author : Ivan Ivanov
Publisher : BoD – Books on Demand
Page : 288 pages
File Size : 46,8 Mb
Release : 2012-11-28
Category : Mathematics
ISBN : 9789535108306
Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.
Author : Jaya P. N. Bishwal
Publisher : Springer
Page : 268 pages
File Size : 42,9 Mb
Release : 2007-09-26
Category : Mathematics
ISBN : 9783540744481
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
Author : Theodore A. Walls,Joseph L. Schafer
Publisher : Oxford University Press
Page : 320 pages
File Size : 43,8 Mb
Release : 2006-01-19
Category : Mathematics
ISBN : 9780190291631
Rapid technological advances in devices used for data collection have led to the emergence of a new class of longitudinal data: intensive longitudinal data (ILD). Behavioral scientific studies now frequently utilize handheld computers, beepers, web interfaces, and other technological tools for collecting many more data points over time than previously possible. Other protocols, such as those used in fMRI and monitoring of public safety, also produce ILD, hence the statistical models in this volume are applicable to a range of data. The volume features state-of-the-art statistical modeling strategies developed by leading statisticians and methodologists working on ILD in conjunction with behavioral scientists. Chapters present applications from across the behavioral and health sciences, including coverage of substantive topics such as stress, smoking cessation, alcohol use, traffic patterns, educational performance and intimacy. Models for Intensive Longitudinal Data (MILD) is designed for those who want to learn about advanced statistical models for intensive longitudinal data and for those with an interest in selecting and applying a given model. The chapters highlight issues of general concern in modeling these kinds of data, such as a focus on regulatory systems, issues of curve registration, variable frequency and spacing of measurements, complex multivariate patterns of change, and multiple independent series. The extraordinary breadth of coverage makes this an indispensable reference for principal investigators designing new studies that will introduce ILD, applied statisticians working on related models, and methodologists, graduate students, and applied analysts working in a range of fields. A companion Web site at www.oup.com/us/MILD contains program examples and documentation.
Author : Anonim
Publisher : Unknown
Page : 1264 pages
File Size : 49,9 Mb
Release : 1967
Category : Aeronautics
ISBN : OSU:32435062863618
Author : Anonim
Publisher : Unknown
Page : 620 pages
File Size : 47,8 Mb
Release : 1974
Category : Mechanics, Applied
ISBN : UCAL:C2682447
Author : H. A. Barker,Peter C. Young
Publisher : Unknown
Page : 904 pages
File Size : 47,8 Mb
Release : 1985
Category : Parameter estimation
ISBN : UCSD:31822000756627
Author : Heinz Unbehauen,Ganti Prasada Rao
Publisher : Unknown
Page : 402 pages
File Size : 46,5 Mb
Release : 1987
Category : Computers
ISBN : UOM:39015020840883
Bringing together important advances in the field of continuous system identification, this book deals with both parametric and nonparametric methods. It pays special attention to the problem of retaining continuous model parameters in the estimation equations, to which all the existing techniques used in estimating discrete models may be applied. It is aimed at both the academic researcher and the control engineer in industry. The techniques covered range from certain simple numerical or graphical methods applicable to some of the frequently encountered model forms, to attractive recursive algorithms for continuous model identification suitable for real time implementation. These include the recent methods based on orthogonal functions such as those of Walsh and Poisson moment functionals. Some techniques based on stable model adaptation principles are also presented and illustrated.
Author : Uwe Küchler,Michael Sorensen
Publisher : Springer Science & Business Media
Page : 322 pages
File Size : 54,5 Mb
Release : 2006-05-09
Category : Mathematics
ISBN : 9780387227658
A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.
Author : Anonim
Publisher : Unknown
Page : 836 pages
File Size : 45,5 Mb
Release : 1994
Category : Aeronautics
ISBN : UIUC:30112067190055
Author : Anonim
Publisher : Unknown
Page : 732 pages
File Size : 45,8 Mb
Release : 2002
Category : Mathematics
ISBN : UVA:X006180723
Author : H. Thomas Banks,Karl Kunisch
Publisher : Unknown
Page : 344 pages
File Size : 53,6 Mb
Release : 1989
Category : Science
ISBN : UCBK:C024503939
The research detailed in this monograph was originally motivated by our interest in control problems involving partial and delay differential equations. Our attempts to apply control theory techniques to such prob lems in several areas of science convinced us that in the need for better and more detailed models of distributed/ continuum processes in biology and mechanics lay a rich, interesting, and challenging class of fundamen tal questions. These questions, which involve science and mathematics, are typical of those arising in inverse or parameter estimation problems. Our efforts on inverse problems for distributed parameter systems, which are infinite dimensional in the most common realizations, began about seven years ago at a time when rapid advances in computing capabilities and availability held promise for significant progress in the development of a practically useful as well as theoretically sound methodology for such problems. Much of the research reported in our presentation was not begun when we outlined the plans for this monograph some years ago. By publishing this monograph now, when only a part of the originally intended topics are covered (see Chapter VII in this respect), we hope to stimulate the research and interest of others in an area of scientific en deavor which has exceeded even our optimistic expectations with respect to excitement, opportunity, and stimulation. The computer revolution alluded to above and the development of new codes allow one to solve rather routinely certain estimation problems that would have been out of the question ten years ago.
Author : Russ B Altman,Kevin Lauderdale,A Keith Dunker,Lawrence Hunter,Teri E Klein
Publisher : World Scientific
Page : 618 pages
File Size : 43,7 Mb
Release : 1998-12-18
Category : Science
ISBN : 9789814583022
The Pacific Symposium on Biocomputing brings together key researchers from the international biocomputing community. It is designed to be maximally responsive to the need for critical mass in subdisciplines within biocomputing. These proceedings contain peer-reviewed articles in computational biology and bioinformatics.
Author : Anonim
Publisher : Unknown
Page : 676 pages
File Size : 40,8 Mb
Release : 1995
Category : Mathematical statistics
ISBN : UOM:39015040415823
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Author : Peter H. Baxendale,Sergey V. Lototsky
Publisher : World Scientific
Page : 416 pages
File Size : 54,9 Mb
Release : 2007
Category : Science
ISBN : 9789812706621
The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.