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Stable and Efficient Cubature-based Filtering in Dynamical Systems by Dominik Ballreich 9783319872391
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Stable and Efficient Cubature-based Filtering in Dynamical Systems by Dominik Ballreich 9783319872391

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9783319872391
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Description

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.

Book Information
ISBN 9783319872391
Author Dominik Ballreich
Format Paperback
Page Count 160
Imprint Springer International Publishing AG
Publisher Springer International Publishing AG
Weight(grams) 2818g

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