東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Stable and efficient cubature-based ...

Ballreich, Dominik.

Linked to FindBook

Google Book

Amazon

博客來

Stable and efficient cubature-based filtering in dynamical systems

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stable and efficient cubature-based filtering in dynamical systems/ by Dominik Ballreich.
Author:	Ballreich, Dominik.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xvii, 160 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
Contained By:	Springer eBooks
Subject:	Cubature formulas. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-62130-2
ISBN:	9783319621302

Stable and efficient cubature-based filtering in dynamical systems
Ballreich, Dominik.

Stable and efficient cubature-based filtering in dynamical systems[electronic resource] /by Dominik Ballreich. - Cham :Springer International Publishing :2017. - xvii, 160 p. :ill., digital ;24 cm.

Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.

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.

ISBN: 9783319621302

Standard No.: 10.1007/978-3-319-62130-2doiSubjects--Topical Terms:

812029
Cubature formulas.

LC Class. No.: QA299.4.C83 / B35 2017

Dewey Class. No.: 515.43

Stable and efficient cubature-based filtering in dynamical systems
LDR:01594nmm a2200289 a 4500 001 2106402
003 DE-He213
005 20180319114519.0
006 m d
007 cr nn 008maaau
008 180417s2017 gw s 0 eng d
020 $a 9783319621302 $q (electronic bk.)
020 $a 9783319621296 $q (paper)
024 7 $a 10.1007/978-3-319-62130-2 $2 doi
035 $a 978-3-319-62130-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA299.4.C83 $b B35 2017
082 0 4 $a 515.43 $2 23
090 $a QA299.4.C83 $b B193 2017
100 1 $a Ballreich, Dominik. $3 3252289
245 1 0 $a Stable and efficient cubature-based filtering in dynamical systems $h [electronic resource] / $c by Dominik Ballreich.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a xvii, 160 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.
520 $a 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.
650 0 $a Cubature formulas. $3 812029
650 0 $a Numerical integration. $3 596300
650 0 $a Dynamics. $3 519830
650 1 4 $a Statistics. $3 517247
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
650 2 4 $a Econometrics. $3 542934
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 891040
650 2 4 $a Vibration, Dynamical Systems, Control. $3 893843
650 2 4 $a Statistical Physics and Dynamical Systems. $3 3135115
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-62130-2
950 $a Mathematics and Statistics (Springer-11649)