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OverviewThe 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. Full Product DetailsAuthor: Dominik BallreichPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: Softcover reprint of the original 1st ed. 2017 Weight: 2.818kg ISBN: 9783319872391ISBN 10: 3319872397 Pages: 160 Publication Date: 12 May 2018 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsIntroduction.- Filtering in Dynamical Systems.- Deterministic Numerical Integration.- Optimization and Stabilization of Cubature Rules.- Simulation Studies.- Results.- Appendices.- Index.- Bibliography.ReviewsAuthor InformationDominik 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. Tab Content 6Author Website:Countries AvailableAll regions |
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