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Stable and Efficient Cubature-based Filtering in Dynamical Systems - Brossura

Ballreich, Dominik

 
9783319872391: Stable and Efficient Cubature-based Filtering in Dynamical Systems
Brossura
ISBN 10: 3319872397 ISBN 13: 9783319872391
Casa editrice: Springer, 2018

Sinossi

Develops new methods of deterministic numerical integration

Derives and describes state of the art filter algorithms

Presents methods of deterministic numerical integration

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2018
Lingua
Inglese
ISBN 10 
3319872397
ISBN 13 
9783319872391
Rilegatura
Copertina flessibile
Numero di pagine
180
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