Stable and Efficient Cubature-based Filtering in Dynamical Systems. 1st ed. 2017
- 種類:
- 電子ブック
- 責任表示:
- by Dominik Ballreich
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2017
- 著者名:
- ISBN:
- 9783319621302 [3319621300]
- 注記:
- Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
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. - ローカル注記:
- 学内専用E-BOOKS (local access only)
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Springer International Publishing : Imprint: Springer |
