TY - BOOK ID - 16132532 TI - Stable and efficient cubature-based filtering in dynamical systems PY - 2017 SN - 3319621300 3319621297 PB - Cham : Springer International Publishing : Imprint: Springer, DB - UniCat KW - Statistics. KW - Computer mathematics. KW - Vibration. KW - Dynamical systems. KW - Dynamics. KW - Econometrics. KW - Statistics for Business/Economics/Mathematical Finance/Insurance. KW - Computational Mathematics and Numerical Analysis. KW - Vibration, Dynamical Systems, Control. KW - Statistical Physics and Dynamical Systems. KW - Cubature formulas. KW - Numerical integration. KW - Integration, Numerical KW - Mechanical quadrature KW - Quadrature, Mechanical KW - Definite integrals KW - Interpolation KW - Numerical analysis KW - Formulas, Cubature KW - Numerical integration KW - Computer science KW - Statistical physics. KW - Statistics for Business, Management, Economics, Finance, Insurance. KW - Mathematics. KW - Physics KW - Mathematical statistics KW - Cycles KW - Mechanics KW - Sound KW - Computer mathematics KW - Discrete mathematics KW - Electronic data processing KW - Economics, Mathematical KW - Statistics KW - Statistical analysis KW - Statistical data KW - Statistical methods KW - Statistical science KW - Mathematics KW - Econometrics KW - StatisticsĀ . KW - Dynamical systems KW - Kinetics KW - Mechanics, Analytic KW - Force and energy KW - Statics UR - https://www.unicat.be/uniCat?func=search&query=sysid:16132532 AB - 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. ER -