Stable and Efficient Cubature-based Filtering in Dynamical Systems / Najlacnejšie knihy
Stable and Efficient Cubature-based Filtering in Dynamical Systems

Code: 16402402

Stable and Efficient Cubature-based Filtering in Dynamical Systems

by Dominik Ballreich

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 fi ... more

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Book synopsis

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.

Book details

Book category Books in English Technology, engineering, agriculture Mechanical engineering & materials Materials science

51.01 €

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