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Stable and Efficient Cubature-based Filtering in Dynamical Systems
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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.

Opplag
Softcover reprint of the original 1st ed. 2017
ISBN
9783319872391
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
12.5.2018
Antall sider
160