Stable and efficient cubature-based filtering in dynamical systems / / by Dominik Ballreich

• Autore: Ballreich Dominik
• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
• Edizione: 1st ed. 2017.
• Descrizione fisica: 1 online resource (XVII, 160 p. 19 illus., 14 illus. in color.)
• Disciplina: 515.624
• Soggetto topico: Statistics; Econometrics; Computer science - Mathematics; Vibration; Dynamics; Statistical physics; Statistics for Business, Management, Economics, Finance, Insurance; Computational Mathematics and Numerical Analysis; Vibration, Dynamical Systems, Control; Statistical Physics and Dynamical Systems
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
• Sommario/riassunto: 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.
• Titolo autorizzato: Stable and Efficient Cubature-based Filtering in Dynamical Systems
• ISBN: 3-319-62130-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910254301303321
• Lo trovi qui: Univ. Federico II