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...
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | 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. |
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Φυσική περιγραφή: | XVII, 160 p. 19 illus., 14 illus. in color. online resource. |
ISBN: | 9783319621302 |