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

Ballreich, Dominik

 
9783319621296: Stable and Efficient Cubature-based Filtering in Dynamical Systems
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.

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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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
3319621297
ISBN 13 
9783319621296
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
177
Kontakt zum Hersteller
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Darmstadt
64293
Deutschland

Weitere beliebte Ausgaben desselben Titels

9783319872391: Stable and Efficient Cubature-based Filtering in Dynamical Systems

Vorgestellte Ausgabe

ISBN 10:  3319872397 ISBN 13:  9783319872391
Verlag: Springer, 2018
Softcover