株式会社極東書店トップ商品一覧Stable and Efficient Cubature-based Filtering in Dynamical Systems. Softcover reprint of the original 1st ed. 2017.

商品詳細

Stable and Efficient Cubature-based Filtering in Dynamical Systems.

Stable and Efficient Cubature-based Filtering in Dynamical Systems. Softcover reprint of the original 1st ed. 2017.

・ISBN 978-3-319-87239-1 paper EUR 49.99

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お気に入り
著者・編者Ballreich, Dominik,
出版社(Springer International Publishing AG, SZ)
出版年月2018
ページ数160 pp.
言語ENG
ニュース番号<M25-6631>

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.