Stable and Efficient Cubature-based Filtering in Dynamical Systems

Stable and Efficient Cubature-based Filtering in Dynamical Systems by Dominik Ballreich.

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...

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Bibliographic Details
Main Author: Ballreich, Dominik (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Springer eBook Collection.
Subjects:
Statistics .
Econometrics.
Computer mathematics.
Vibration.
Dynamical systems.
Dynamics.
Statistical physics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Description
Summary: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.
Physical Description:XVII, 160 p. 19 illus., 14 illus. in color. online resource.
ISBN:9783319621302
DOI:10.1007/978-3-319-62130-2

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