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

Ballreich, Dominik

Hardcover

ISBN 10: 3319621297 ISBN 13: 9783319621296

Verlag: Springer, 2017

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

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.

Von der hinteren Coverseite

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2017
• Sprache: Englisch
• ISBN 10: 3319621297
• ISBN 13: 9783319621296
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 177
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland