Bayesian filtering and smoothing / Simo Särkkä.
"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 engi...
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| Main Author: | |
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| Format: | Ebook |
| Language: | English |
| Published: |
Cambridge, U.K. ; New York :
Cambridge University Press,
2013.
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| Series: | Institute of Mathematical Statistics textbooks ;
3. |
| Subjects: | |
| Online Access: | Cambridge Books on Core |
| Summary: | "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. |
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| Physical Description: | 1 online resource (xxii, 232 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 110703065X 9781107030657 |
| DOI: | 10.1017/CBO9781139344203 |