.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Nonlinear Filters
Hisashi Tanizaki
€ 127.78
FREE Delivery in Ireland
Description for Nonlinear Filters
Paperback. Num Pages: 256 pages, 1 black & white illustrations, 45 black & white tables, biography. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 433.
Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, ... Read more
Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
256
Condition
New
Number of Pages
256
Place of Publication
Berlin, Germany
ISBN
9783642082535
SKU
V9783642082535
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Nonlinear Filters