Bayesian Filtering and Smoothing - 9781108926645

The second edition of this accessible introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. The book introduces all the main concepts and ideas, and contains numerous examples and exercises to let you put the theory into practice.

• | : Simo Sarkka (Aalto University, Finland), Lennart Svensson (Chalmers University of Technology, Gothenberg)
• | Publisher: Cambridge University Press
• | Publication Date: May 31, 2023
• | Country of Publication: United Kingdom
• | Number of Pages: 430 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 1108926649
• | ISBN-13: 9781108926645