Description
This authoritative text by Debasish Roy and G. Visweswara Rao provides a thorough treatment of stochastic dynamics, filtering theory, and optimization techniques. The book integrates classical and modern approaches to help readers understand random processes, state estimation, and decision-making under uncertainty.
Designed for advanced students and professionals in engineering and applied mathematics, the content covers fundamental concepts of stochastic systems, Kalman filtering, particle filters, and optimization algorithms. Each chapter includes rigorous mathematical foundations alongside practical applications, making the material accessible to both theorists and practitioners.
Published by Cambridge University Press, this volume serves as an essential reference for researchers working in control systems, signal processing, finance, and machine learning where uncertainty quantification is critical.
Reviews
There are no reviews yet.