Stable and Efficient Cubature-based Filtering in Dynamical Systems
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- Synopsis
- 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.
- Copyright:
- 2017
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783319621302
- Related ISBNs:
- 9783319621296
- Publisher:
- Springer International Publishing
- Date of Addition:
- 10/10/18
- Copyrighted By:
- Springer International Publishing, Cham
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Technology, Earth Sciences, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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