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商品詳細
Stable and Efficient Cubature-based Filtering in Dynamical Systems. 1st ed. 2017.
・ISBN 978-3-319-62129-6 hard EUR 49.99
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| 著者・編者 | Ballreich, Dominik, |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2017 |
| ページ数 | 160 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-6560＞ |
解説
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.