The location of an object can often be determined from indirect measurements using a process called estimation. This book explains the mathematical formulation of location-estimation problems and the statistical properties of these mathematical models. It also presents algorithms that are used to resolve these models to obtain location estimates, ......
In many dynamical systems, time delays arise because of the time it takes to measure system states, perceive and evaluate events, formulate decisions, and act on those decisions. The presence of delays may lead to undesirable outcomes; without an engineered design, the dynamics may underperform, oscillate, and even become unstable. How to study ......
This book discusses the foundations of the mathematical theory of finite element methods. The focus is on the concept of discrete stability and the exact sequence conforming elements and covers both coercive and non-coercive problems. Following a historical path of development, the author covers the Ritz and the Galerkin methods to Mikhlin's ......
Based on a master's program course at the University of Southern California, the main goal of Mathematics and Tools for Financial Engineering is to train students to use mathematical and engineering tools to understand and solve financial problems. The book contains numerous examples and problems and is divided into two parts: Part I covers ......
This second edition has been almost completely rewritten to create a textbook designed so instructors can determine the degree of rigor and flexible enough for a one- or two-semester course. The author achieves this by increasing the level of sophistication as the text proceeds from traditional first principles in the early chapters to theory and ......
Matrix Analysis and Computations introduces the basics of matrix analysis and presents representative methods and their corresponding theories in matrix computations. In this textbook, readers will find: The matrix theory necessary for direct and iterative methods for solving systems of linear equations. Systematic methods and rigorous theory on ......
It has been estimated that as much as 80% of the total effort in a typical data analysis project is taken up with data preparation, including reconciling and merging data from different sources, identifying and interpreting various data anomalies, and selecting and implementing appropriate treatment strategies for the anomalies that are found. ......
Starting with the fundamentals of classical smooth optimization and building on established convex programming techniques, this research monograph presents a foundation and methodology for modern nonconvex nondifferentiable optimization. It provides readers with theory, methods, and applications of nonconvex and nondifferentiable optimization in ......
