Bayesian Filtering and Smoothing
Publisher: Cambridge University Press
Published: Oct 21, 2013
Language: eng
Format: paperback
Number of pages: 256
ISBN-13: 9781107619289
Description: "Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework."--Cover.
Notes: Source title: Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks)