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Stable and efficient cubature-based ...

Ballreich, Dominik.

Stable and efficient cubature-based filtering in dynamical systems

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stable and efficient cubature-based filtering in dynamical systems/ by Dominik Ballreich.
作者:	Ballreich, Dominik.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xvii, 160 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Cubature formulas. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-62130-2
ISBN:	9783319621302

Stable and efficient cubature-based filtering in dynamical systems
Ballreich, Dominik.

Stable and efficient cubature-based filtering in dynamical systems[electronic resource] /by Dominik Ballreich. - Cham :Springer International Publishing :2017. - xvii, 160 p. :ill., digital ;24 cm.

Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.

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.

ISBN: 9783319621302

Standard No.: 10.1007/978-3-319-62130-2doiSubjects--Topical Terms:

1200328
Cubature formulas.

LC Class. No.: QA299.4.C83 / B35 2017

Dewey Class. No.: 515.43

Stable and efficient cubature-based filtering in dynamical systems
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100 1 $a Ballreich, Dominik. $3 1200327
245 1 0 $a Stable and efficient cubature-based filtering in dynamical systems $h [electronic resource] / $c by Dominik Ballreich.
260 $a Cham : $c 2017. $b Springer International Publishing : $b Imprint: Springer,
300 $a xvii, 160 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
520 $a 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.
650 0 $a Cubature formulas. $3 1200328
650 0 $a Numerical integration. $3 527668
650 0 $a Dynamics. $3 592238
650 1 4 $a Statistics. $3 556824
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 669275
650 2 4 $a Econometrics. $3 556981
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 669338
650 2 4 $a Vibration, Dynamical Systems, Control. $3 670825
650 2 4 $a Statistical Physics and Dynamical Systems. $3 1114011
710 2 $a SpringerLink (Online service) $3 593884
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856 4 0 $u http://dx.doi.org/10.1007/978-3-319-62130-2
950 $a Mathematics and Statistics (Springer-11649)

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