Name: Stable and Efficient Cubature-Based Filtering in Dynamical Systems
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Author: Ballreich, Dominik
ISBN: 9783319872391

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portada Stable and Efficient Cubature-Based Filtering in Dynamical Systems

Stable and Efficient Cubature-Based Filtering in Dynamical Systems

Type

Physical Book

Author

Dominik Ballreich

Publisher

Springer

Language

English

Pages

160

Format

Paperback

Dimensions

23.4 x 15.6 x 1.0 cm

Weight

0.26 kg.

ISBN13

9783319872391

Synopsis "Stable and Efficient Cubature-Based Filtering in Dynamical Systems"

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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Stable and Efficient Cubature-Based Filtering in Dynamical Systems - Ballreich, Dominik

Synopsis "Stable and Efficient Cubature-Based Filtering in Dynamical Systems"

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