03338nam 22006615 450 991025430130332120220404190616.03-319-62130-010.1007/978-3-319-62130-2(CKB)3710000001631066(DE-He213)978-3-319-62130-2(MiAaPQ)EBC4987561(PPN)203853768(EXLCZ)99371000000163106620170828d2017 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierStable and efficient cubature-based filtering in dynamical systems /by Dominik Ballreich1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (XVII, 160 p. 19 illus., 14 illus. in color.)3-319-62129-7 Includes bibliographical references and index.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.StatisticsEconometricsComputer scienceMathematicsVibrationDynamicsDynamicsStatistical physicsStatistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Computational Mathematics and Numerical Analysishttps://scigraph.springernature.com/ontologies/product-market-codes/M1400XVibration, Dynamical Systems, Controlhttps://scigraph.springernature.com/ontologies/product-market-codes/T15036Statistical Physics and Dynamical Systemshttps://scigraph.springernature.com/ontologies/product-market-codes/P19090Statistics.Econometrics.Computer scienceMathematics.Vibration.Dynamics.Dynamics.Statistical physics.Statistics for Business, Management, Economics, Finance, Insurance.Econometrics.Computational Mathematics and Numerical Analysis.Vibration, Dynamical Systems, Control.Statistical Physics and Dynamical Systems.515.624Ballreich Dominikauthttp://id.loc.gov/vocabulary/relators/aut767384BOOK9910254301303321Stable and Efficient Cubature-based Filtering in Dynamical Systems1562280UNINA