Sciences, Technology & Medicine
Bayesian Filtering and Smoothing (English, Simo Särkkä | Lennart Svensson)
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Book Details
| ISBN-13 | 9781108926645 |
| ISBN-10 | 1108926649 |
Product Description
About the Book
Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing. In particular, it covers a range of efficient non-linear Gaussian filtering and smoothing algorithms, as well…
ISBN: 9781108926645
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