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Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks, Series Number 17) Ed 2 free ebook download

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Mathematics

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Author(s):	Simo Sarkka

Date:	2021	Format:	pdf	Language:	English	ISBN/ASIN:	1108926649
Pages:	430	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	6/23/2023 8:56:25 AM

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Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing. In particular, it covers a range of efficient non-linear Gaussian filtering and smoothing algorithms, as well as Monte Carlo-based algorithms. This updated edition features new chapters on constructing state space models of practical systems, the discretization of continuous-time state space models, Gaussian filtering by enabling approximations, posterior linearization filtering, and the corresponding smoothers. Coverage of key topics is expanded, including extended Kalman filtering and smoothing, and parameter estimation. The book's practical, algorithmic approach assumes only modest mathematical prerequisites, suitable for graduate and advanced undergraduate students. Many examples are included, with Matlab and Python code available online, enabling readers to implement algorithms in their own projects.
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3172137	Book	https://nitroflare.com/view/3AE1615BE17A...		0.00	alex21s

Tags: Bayesian Filtering Institute Mathematical Number Smoothing Statistics Textbooks

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Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks, Series Number 17) Ed 2 free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics