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Bayesian Filtering and Smoothing

Simo Särkkä
Publisher: 
Cambridge University Press
Publication Date: 
2013
Number of Pages: 
232
Format: 
Paperback
Series: 
Institute of Mathematical Statistics Textbooks
Price: 
36.99
ISBN: 
9781107619289
Category: 
Textbook
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Preface
Symbols and abbreviations
1. What are Bayesian filtering and smoothing?
2. Bayesian inference
3. Batch and recursive Bayesian estimation
4. Bayesian filtering equations and exact solutions
5. Extended and unscented Kalman filtering
6. General Gaussian filtering
7. Particle filtering
8. Bayesian smoothing equations and exact solutions
9. Extended and unscented smoothing
10. General Gaussian smoothing
11. Particle smoothing
12. Parameter estimation
13. Epilogue
Appendix: additional material
References
Index.