Stable and Efficient Cubature-based Filtering in Dynamical Systems
(Sprache: Englisch)
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...
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Klappentext zu „Stable and Efficient Cubature-based Filtering in Dynamical Systems “
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.Inhaltsverzeichnis zu „Stable and Efficient Cubature-based Filtering in Dynamical Systems “
Introduction.- Filtering in Dynamical Systems.- Deterministic Numerical Integration.- Optimization and Stabilization of Cubature Rules.- Simulation Studies.- Results.- Appendices.- Index.- Bibliography.
Autoren-Porträt von Dominik Ballreich
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.
Bibliographische Angaben
- Autor: Dominik Ballreich
- 2017, 1st ed. 2017, XVII, 160 Seiten, 14 farbige Abbildungen, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3319621297
- ISBN-13: 9783319621296
- Erscheinungsdatum: 06.09.2017
Sprache:
Englisch
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