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Stable and efficient cubature-based filtering in dynamical systems

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...

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Detalles Bibliográficos
Autor principal: Ballreich, Dominik
Lenguaje:eng
Publicado: Springer 2017
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-62130-2
http://cds.cern.ch/record/2282077