Bayesian Filtering and Smoothing
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 255 |
Release | : 2013-09-05 |
ISBN-10 | : 9781107030657 |
ISBN-13 | : 110703065X |
Rating | : 4/5 (65X Downloads) |
Download or read book Bayesian Filtering and Smoothing written by Simo Särkkä and published by Cambridge University Press. This book was released on 2013-09-05 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.