Stable and efficient cubature-based filtering in dynamical systems
Auteur :
Ballreich, Dominik
Éditeur :
Springer International Publishing AG
ISBN :
9783319872391
Date de publication :
12 mai 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.