Stable and Efficient Cubature-Based Filtering in Dynamical Systems - Rilegato

Ballreich, Dominik

Rilegato

ISBN 10: 3319621297 ISBN 13: 9783319621296

Casa editrice: Springer Nature, 2017

Riassunto

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.

Su questo libro

Informazioni sull'autore

Dominik Ballreich is a research assistant at the Chair for Applied Statistics and Methods of Empirical Social Research at the University of Hagen. His research interests lie in the fields of recursive Bayesian estimation, numerical integration and heuristic optimization.

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Springer Nature
• Data di pubblicazione: 2017
• Lingua: Inglese
• ISBN 10: 3319621297
• ISBN 13: 9783319621296
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 160
• Contatto del produttore: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Germania