LIBERO WebOPAC Catalogue Display (W561)

Catalogue Information
Field name	Details
Dewey Class	330.015195
Title	Stable and Efficient Cubature-based Filtering in Dynamical Systems ([EBook]) / by Dominik Ballreich.
Author	Ballreich, Dominik
Other name(s)	SpringerLink (Online service)
Publication	Cham : Springer International Publishing , 2017.
Physical Details	XVII, 160 pages: 19 illus., 14 illus. in color. : online resource.
ISBN	9783319621302
Summary Note	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.:
Contents note	Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-319-62130-2
Links to Related Works	Subject References: Computer mathematics . Dynamical Systems . Dynamics . Econometrics . Statistical Physics and Dynamical Systems . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Vibration . Authors: Ballreich, Dominik . Corporate Authors: SpringerLink (Online service) . Classification: 330.015195 . 330.015195 .

Catalogue Display

Stable and Efficient Cubature-based Filtering in Dynamical Systems

Reviews