Stable and Efficient Cubature-based Filtering in Dynamical Systems

Develops new methods of deterministic numerical integration

Derives and describes state of the art filter algorithms

Presents methods of deterministic numerical integration

Develops new methods of deterministic numerical integration Derives and describes state of the art filter algorithms Presents methods of deterministic numerical integration

Autorentext
Dominik 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.

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