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Stable and Efficient Cubature-based Filtering in Dynamical Systems

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Stable and Efficient Cubature-based Filtering in Dynamical Systems Dominik Ballreich
Libristo kod: 16402402
Nakladnici Springer International Publishing AG, rujan 2017
The book addresses the problem of calculation of d-dimensional integrals (conditional expectations)... Cijeli opis
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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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Informacije o knjizi

Puni naziv Stable and Efficient Cubature-based Filtering in Dynamical Systems
Autor Dominik Ballreich
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2017
Broj stranica 160
EAN 9783319621296
ISBN 3319621297
Libristo kod 16402402
Nakladnici Springer International Publishing AG
Težina 3967
Dimenzije 155 x 235 x 15

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Statistical physics
Technology, Engineering, Agriculture > Mechanical engineering & materials > Materials science
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