Stable and Efficient Cubature-Based Filtering in Dynamical Systems - Couverture rigide

Ballreich, Dominik

Couverture rigide

ISBN 10 : 3319621297 ISBN 13 : 9783319621296

Editeur : Springer International Publishing AG, 2017

Synopsis

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.

A propos du livre

À propos de l'auteur

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.

À propos de la quatrième de couverture

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.

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 3319621297
• ISBN 13: 9783319621296
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 160
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible