Stable and Efficient Cubature-based Filtering in Dynamical Systems - Dominik Ballreich

Stable and Efficient Cubature-based Filtering in Dynamical Systems - Bog af Dominik Ballreich - Hardback

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.