TY  - BOOK
AU  - Ballreich,Dominik
ED  - SpringerLink (Online service)
TI  - Stable and Efficient Cubature-based Filtering in Dynamical Systems
SN  - 9783319621302
AV  - QA276-280 
U1  - 330.015195 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Statistics 
KW  - Econometrics
KW  - Computer mathematics
KW  - Vibration
KW  - Dynamical systems
KW  - Dynamics
KW  - Statistical physics
KW  - Statistics for Business, Management, Economics, Finance, Insurance
KW  - Computational Mathematics and Numerical Analysis
KW  - Vibration, Dynamical Systems, Control
KW  - Statistical Physics and Dynamical Systems
N1  - Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography; Available to subscribing member institutions only. Доступно лише організаціям членам підписки
N2  - 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
UR  - https://doi.org/10.1007/978-3-319-62130-2
ER  -