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Stable and efficient cubature-based ...
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Ballreich, Dominik.
Stable and efficient cubature-based filtering in dynamical systems
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Stable and efficient cubature-based filtering in dynamical systems/ by Dominik Ballreich.
Author:
Ballreich, Dominik.
Published:
Cham :Springer International Publishing : : 2017.,
Description:
xvii, 160 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Cubature formulas. -
Online resource:
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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Stable and efficient cubature-based filtering in dynamical systems
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by Dominik Ballreich.
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2017.
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Imprint: Springer,
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xvii, 160 p. :
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ill., digital ;
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24 cm.
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Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
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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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Cubature formulas.
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Mathematics and Statistics (Springer-11649)
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