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Bayesian Filtering and Smoothing

Publisher: 
Cambridge University Press
Number of Pages: 
232
Price: 
36.99
ISBN: 
9781107619289
Date Received: 
Tuesday, November 19, 2013
Reviewable: 
Yes
Include In BLL Rating: 
No
Simo Särkkä
Series: 
Institute of Mathematical Statistics Textbooks
Publication Date: 
2013
Format: 
Paperback
Category: 
Textbook

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.

Publish Book: 
Modify Date: 
Tuesday, November 19, 2013

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