LEADER 03338nam  22006615  450 
001 9910254301303321
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010   $a3-319-62130-0
024 7 $a10.1007/978-3-319-62130-2
035   $a(CKB)3710000001631066
035   $a(DE-He213)978-3-319-62130-2
035   $a(MiAaPQ)EBC4987561
035   $a(PPN)203853768
035   $a(EXLCZ)993710000001631066
100   $a20170828d2017      u|         0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aStable and efficient cubature-based filtering in dynamical systems /$fby Dominik Ballreich
205   $a1st ed. 2017.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017.
215   $a1 online resource (XVII, 160 p. 19 illus., 14 illus. in color.)
311   $a3-319-62129-7 
320   $aIncludes bibliographical references and index.
327   $aIntroduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
330   $aThe 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.
606   $aStatistics
606   $aEconometrics
606   $aComputer science$xMathematics
606   $aVibration
606   $aDynamics
606   $aDynamics
606   $aStatistical physics
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
606   $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010
606   $aComputational Mathematics and Numerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M1400X
606   $aVibration, Dynamical Systems, Control$3https://scigraph.springernature.com/ontologies/product-market-codes/T15036
606   $aStatistical Physics and Dynamical Systems$3https://scigraph.springernature.com/ontologies/product-market-codes/P19090
615  0$aStatistics.
615  0$aEconometrics.
615  0$aComputer science$xMathematics.
615  0$aVibration.
615  0$aDynamics.
615  0$aDynamics.
615  0$aStatistical physics.
615 14$aStatistics for Business, Management, Economics, Finance, Insurance.
615 24$aEconometrics.
615 24$aComputational Mathematics and Numerical Analysis.
615 24$aVibration, Dynamical Systems, Control.
615 24$aStatistical Physics and Dynamical Systems.
676   $a515.624
700   $aBallreich$b Dominik$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767384
906   $aBOOK
912   $a9910254301303321
996   $aStable and Efficient Cubature-based Filtering in Dynamical Systems$91562280
997   $aUNINA