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

Stable and Efficient Cubature-based Filtering in Dynamical Systems

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53,49 €

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ISBN: 3319621297
ISBN 13: 9783319621296
Autor: Ballreich, Dominik
Verlag: Springer Verlag GmbH
Umfang: xvii, 160 S., 5 s/w Illustr., 14 farbige Illustr., 160 p. 19 illus., 14 illus. in color.
Erscheinungsdatum: 06.09.2017
Auflage: 1/2018
Produktform: Gebunden/Hardback
Einband: Gebunden

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.

Artikelnummer: 2430621 Kategorie:

Beschreibung

Develops new methods of deterministic numerical integrationDerives and describes state of the art filter algorithms Presents methods of deterministic numerical integration

Autorenporträt

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.

Herstellerkennzeichnung:


Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

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