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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Ballreich, Dominik (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02330nam a22004575i 4500
001 978-3-319-62130-2
003 DE-He213
005 20170828141001.0
007 cr nn 008mamaa
008 170828s2017 gw | s |||| 0|eng d
020 |a 9783319621302  |9 978-3-319-62130-2 
024 7 |a 10.1007/978-3-319-62130-2  |2 doi 
040 |d GrThAP 
100 1 |a Ballreich, Dominik.  |e author. 
245 1 0 |a Stable and Efficient Cubature-based Filtering in Dynamical Systems  |h [electronic resource] /  |c by Dominik Ballreich. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2017. 
300 |a XVII, 160 p. 19 illus., 14 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography. 
520 |a 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. 
650 0 |a Statistics. 
650 0 |a Computer mathematics. 
650 0 |a Vibration. 
650 0 |a Dynamical systems. 
650 0 |a Dynamics. 
650 0 |a Econometrics. 
650 1 4 |a Statistics. 
650 2 4 |a Statistics for Business/Economics/Mathematical Finance/Insurance. 
650 2 4 |a Econometrics. 
650 2 4 |a Computational Mathematics and Numerical Analysis. 
650 2 4 |a Vibration, Dynamical Systems, Control. 
650 2 4 |a Statistical Physics and Dynamical Systems. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319621296 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-62130-2  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)