Stable and Efficient Cubature-based Filtering in Dynamical Systems

Authors: Ballreich

  • Develops new methods of deterministic numerical integration
  • Derives and describes state of the art filter algorithms
  • Presents methods of deterministic numerical integration
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  • ISBN 978-3-319-62130-2
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About this book

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.

About the authors

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.

Table of contents (6 chapters)

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-3-319-62130-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.00
price for USA
  • ISBN 978-3-319-62129-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stable and Efficient Cubature-based Filtering in Dynamical Systems
Authors
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-62130-2
DOI
10.1007/978-3-319-62130-2
Hardcover ISBN
978-3-319-62129-6
Edition Number
1
Number of Pages
XVII, 160
Number of Illustrations and Tables
5 b/w illustrations, 14 illustrations in colour
Topics