In this book, the authors provide insights into the basics of adaptive filtering, which are particularly useful for students taking their first steps into this field. They start by studying the problem of minimum mean-square-error filtering, i.e. Wiener filtering. Then, they analyze iterative methods for solving the optimization problem, e.g....

Suitable for a first year graduate course, this textbook unites the applications of numerical mathematics and scientific computing to the practice of chemical engineering. Written in a pedagogic style, the book describes basic linear and nonlinear algebric systems all the way through to stochastic methods, Bayesian statistics and parameter...

This contributed volume focuses on aspects of dynamic game theory including differential games, evolutionary games, and stochastic games. It covers theoretical developments, algorithmic methods, and applications to fields as varied as mathematical biology, environmental management, economics, engineering, guidance and control, and social...

There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with [35] as an honorable exception. Moreover, most of them discuss only the application to regularity results for solutions of SDEs, as this was the original motivation when Paul Malliavin...

The relative motion between the transmitter and the receiver modifies the nonstationarity properties of the transmitted signal. In particular, the almost-cyclostationarity property exhibited by almost all modulated signals adopted in communications, radar, sonar, and telemetry can be transformed into more general kinds of nonstationarity. A...

Wireless communications will play a major role in future communication systems. In fact, the need of wireless access to the Internet will become increasingly important, and novel network communication paradigms, such as ad-hoc wireless networks or integrated mobile/satellite systems, will be developed in the near future. Detection algorithms...

Sequencing and scheduling is a formof decision-making that plays a crucial role in manufacturing and service industries. In the current competitive environment effective sequencing and scheduling has become a necessity for survival in the market-place. Companies have to meet shipping dates that have been committed to customers, as failure to...

"Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a "black-box" software application. The book opens the black-box and reveals the architecture of risk-modeling and financial...