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Anglický jazyk
Stable and Efficient Cubature-based Filtering in Dynamical Systems
Autor: 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 filter algorithms. With the... Viac o knihe
Na objednávku
49.49 €
bežná cena: 54.99 €
O knihe
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.
- Vydavateľstvo: Springer International Publishing
- Rok vydania: 2017
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9783319621296
