Bayesian Filtering and Smoothing

"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.

שנה

2013

שפה

English

הוצאה

Cambridge University Press

מהדורות

1

עמודים

256

ISBN

9781107619289

מקור הנתונים: Wikidata