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Stable and Efficient Cubature-based Filtering in Dynamical Systems

Name: Stable and Efficient Cubature-based Filtering in Dynamical Systems
Brand: Springer
SKU: 41041491
Price: 54.88 EUR
Availability: InStock
Author: Dominik Ballreich
ISBN: 9783319621302

Dominik Ballreich

Jezik

Angleščina

E-knjiga Adobe ePub DRM

Koda Libristo: 41041491

Založba Springer, avgust 2017

The book addresses the problem of calculation of d-dimensional integrals (conditional expectations)... Celoten opis

Koda Libristo: 41041491

133 b

54.88 €

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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.