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Stable and Efficient Cubature-based Filtering in Dynamical Systems
Language
English
English
Book
Hardback
The book addresses the problem of calculation of d-dimensional integrals (conditional expectations)...
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Libristo code: 16402402
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The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms. With the help of these methods, better estimates and predictions of latent variables are made possible in the fields of economics, engineering and physics. The resulting procedures are tested within four detailed simulation studies.
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About the book
Full name
Stable and Efficient Cubature-based Filtering in Dynamical Systems
Author
Dominik Ballreich
Language
English
English
Binding
Book - Hardback
Date of issue
2017
Number of pages
160
EAN
9783319621296
ISBN
3319621297
Libristo code
16402402
Publishers
Springer International Publishing AG
Weight
3967
Dimensions
155 x 235 x 15
Categories
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