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Stable and Efficient Cubature-based Filtering in Dynamical Systems - Tapa blanda

Ballreich, Dominik

 
9783319872391: Stable and Efficient Cubature-based Filtering in Dynamical Systems

Sinopsis

Develops new methods of deterministic numerical integration

Derives and describes state of the art filter algorithms

Presents methods of deterministic numerical integration

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Acerca del autor

Dominik Ballreich is a research assistant at the Chair for Applied Statistics and Methods of Empirical Social Research at the University of Hagen. His research interests lie in the fields of recursive Bayesian estimation, numerical integration and heuristic optimization.

De la contraportada

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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