Dominik Ballreich

Gebundenes Buch

Stable and Efficient Cubature-based Filtering in Dynamical Systems

Beschreibung

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.

Autor

Dominik Ballreich is a research assistant at the Chair for Applied Statistics and Methods of Empirical Social Research at the University of Hagen. His research interests lie in the fields of recursive Bayesian estimation, numerical integration and heuristic optimization.

Produktdetails

• Verlag: Springer / Springer International Publishing / Springer, Berlin
• Artikelnr. des Verlages: 978-3-319-62129-6
• 1st ed. 2017
• Seitenzahl: 180
• Erscheinungstermin: 6. September 2017
• Englisch
• Abmessung: 241mm x 160mm x 16mm
• Gewicht: 424g
• ISBN-13: 9783319621296
• ISBN-10: 3319621297
• Artikelnr.: 48406909