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Stable and efficient cubature-based ...

Ballreich, Dominik.

Stable and efficient cubature-based filtering in dynamical systems

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stable and efficient cubature-based filtering in dynamical systemsby Dominik Ballreich.
Author:	Ballreich, Dominik.
Published:	Cham :Springer International Publishing :2017.
Description:	xvii, 160 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Cubature formulas.
Online resource:	http://dx.doi.org/10.1007/978-3-319-62130-2
ISBN:	9783319621302$q(electronic bk.)

Stable and efficient cubature-based filtering in dynamical systems
Ballreich, Dominik.

Stable and efficient cubature-based filtering in dynamical systems[electronic resource] /by Dominik Ballreich. - Cham :Springer International Publishing :2017. - xvii, 160 p. :ill., digital ;24 cm.

Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.

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.

ISBN: 9783319621302$q(electronic bk.)

Standard No.: 10.1007/978-3-319-62130-2doiSubjects--Topical Terms:

791356
Cubature formulas.

LC Class. No.: QA299.4.C83 / B35 2017

Dewey Class. No.: 515.43

Stable and efficient cubature-based filtering in dynamical systems
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100 1 $a Ballreich, Dominik. $3 791355
245 1 0 $a Stable and efficient cubature-based filtering in dynamical systems $h [electronic resource] / $c by Dominik Ballreich.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a xvii, 160 p. : $b ill., digital ; $c 24 cm.
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 Cubature formulas. $3 791356
650 0 $a Numerical integration. $3 229132
650 0 $a Dynamics. $3 189568
650 1 4 $a Statistics. $3 182057
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
650 2 4 $a Econometrics. $3 182271
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 274020
650 2 4 $a Vibration, Dynamical Systems, Control. $3 274667
650 2 4 $a Statistical Physics and Dynamical Systems. $3 760415
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-62130-2
950 $a Mathematics and Statistics (Springer-11649)