James C. Spall
Principal
Professional Staff
(JHU Applied Physics Laboratory)
Research
Professor
(JHU Department of Applied Mathematics and Statistics)
Chair,
Applied and Computational Mathematics Program
(JHU Engineering for Professionals)
Offices
The
Applied
Physics Laboratory
Department
of Applied Mathematics and Statistics
The
Whitehead
Hall
Email: James Spall
Telephone: 443-778-4960
(at JHU/APL)
Fax: 443-778-8110 (at JHU/APL)
Research Interests and Professional Biography
Stochastic
systems; parameter estimation; stochastic optimization; Monte Carlo methods and
simulation; neural networks; control systems; mathematical modeling; system
identification and Kalman filtering; mathematical statistics; optimization
theory; uncertainty calculation; reliability analysis.
Teaching
I teach
courses in the Department of Applied Mathematics and Statistics (AMS), the
Applied and Computational Mathematics (ACM) Program (within JHU Engineering for
Professionals), and the JHU/APL Strategic Education Program (non-credit courses
for JHU/APL staff members). Selected recent credit courses are listed below:
- 550.730,
Roundtable in System Identification and Likelihood Methods (Spring 2011
in the AMS Department)
- 550.791,
Neural Networks and Feedback Control Systems (Fall 2011 in the AMS
Department)
- 550.663,
Stochastic Search and Optimization (Spring 2010 in the AMS Department)
- 550.664,
Modeling, Simulation, and Monte Carlo (Fall 2010 in the AMS
Department)
- 625.743,
Stochastic Optimization and Control (Spring 2011 in the ACM Program)
Publications and Related Web Sites
Books
Spall, J. C. (2003), Introduction
to Stochastic Search and Optimization: Estimation, Simulation, and Control,
Wiley,
Spall, J. C. (editor and
coauthor) (1988), Bayesian Analysis of Time Series and Dynamic Models,
Marcel Dekker,
List of publications and patents
Web site for simultaneous
perturbation stochastic approximation (SPSA) algorithm: