Bayesian Filtering and Smoothing (inbunden)
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Format
Häftad (Trade paperback)
Språk
Engelska
Serie
Institute of Mathematical Statistics Textbooks (del 17)
Antal sidor
438
Utgivningsdatum
2023-06-15
Upplaga
2
Förlag
Cambridge University Press
Dimensioner
229 x 152 x 23 mm
Vikt
581 g
ISBN
9781108926645

Bayesian Filtering and Smoothing

av Simo SäRkkä, Lennart Svensson, Simo Särkkä, Simo Sarkka, Lennart Svensson
Häftad,  Engelska, 2023-06-15
432
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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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  1. Bayesian Filtering and Smoothing
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  3. Applied Stochastic Differential Equations

De som köpt den här boken har ofta också köpt Applied Stochastic Differential Equations av Simo SäRkkä, Arno Solin, Simo Särkkä, Simo Sarkka, Arno Solin (häftad).

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Simo SäRkkä, Lennart Svensson, Simo Särkkä, Simo Sarkka, Lennart Svensson

Övrig information

Simo Särkkä is Associate Professor in the Department of Electrical Engineering and Automation at Aalto University, Finland. His research interests center on state estimation and stochastic modeling, and he has authored two books (2013 and 2019) on these topics. He is Fellow of ELLIS, Senior Member of IEEE, a recipient of multiple paper awards, and he has been Chair of MLSP and FUSION conferences. Lennart Svensson is Professor in the Department of Electrical Engineering at Chalmers University of Technology, Gothenberg. His research focuses on nonlinear ?ltering, deep learning, and tracking in particular. He has organized a massive open online course on multiple object tracking, and received paper¿awards at the International Conference on Information¿Fusion¿in 2009, 2010, 2017, 2019, and 2021.

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