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2017 | OriginalPaper | Chapter

1. Introduction

Author : Dominik Ballreich

Published in: Stable and Efficient Cubature-based Filtering in Dynamical Systems

Publisher: Springer International Publishing

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Abstract

Research questions from various fields of science ranging from biology over engineering to economics are related to the problem of estimating latent time-dependent variables, based on noisy measurements. The associated estimation problems are called filter problems. Focusing on applications in economics, countless tasks exist which can be tackled by applying filter techniques.

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next chapter Filtering in Dynamical Systems
Footnotes
1
\(\int _{I_{1}}\ldots \int _{I_{d}}f\left (x_{1},\ldots,x_{d}\right )dx_{d}\ldots dx_{1} \approx \sum \limits _{l=1}^{n}f\left (\boldsymbol{\chi }_{l}\right )\alpha _{l}\), with \(I_{1},\ldots,I_{d} \subseteq \mathbb{R}\).
 
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Metadata
Title
Introduction
Author
Dominik Ballreich
Copyright Year
2017
Book
Stable and Efficient Cubature-based Filtering in Dynamical Systems

Print ISBN: 978-3-319-62129-6

Electronic ISBN: 978-3-319-62130-2

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-62130-2_1