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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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Online Access: | Full Text via HEAL-Link |
