BIBFRAME Work

Title

Stable and Efficient Cubature-based Filtering in Dynamical Systems

Type

  • Text
  • Monograph

Contribution

Ballreich, Dominik (author)

Subject

Language

Classification

Content

Summary

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 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.

Table of Contents

Introduction -- Filtering in Dynamical Systems -- Deterministic Numerical Integration -- Optimization and Stabilization of Cubature Rules -- Simulation Studies -- Results -- Appendices -- Index -- Bibliography.

Authorized Access Point

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

Admin Metadata

  • Date: 2026-09-11T20:13:44.954430+00:00
  • Agent: cbc
  • Status: c
  • Derived from: 21684020

Admin Metadata

  • Date: 2026-09-11
  • Cataloger id: Unknown
  • Description level: http://id.loc.gov/ontologies/bibframe-2-6-0/
  • Description language: eng
  • Description authentication: pcc

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