Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 255
Release: 2013-09-05
Genre: Computers
ISBN: 110703065X


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A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.


Bayesian Filtering and Smoothing
Language: en
Pages: 255
Authors: Simo Särkkä
Categories: Computers
Type: BOOK - Published: 2013-09-05 - Publisher: Cambridge University Press

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A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Bayesian Filtering and Smoothing
Language: en
Pages: 438
Authors: Simo Särkkä
Categories: Mathematics
Type: BOOK - Published: 2023-05-31 - Publisher: Cambridge University Press

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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 algorit
Introduction to Bayesian Tracking and Particle Filters
Language: en
Pages: 124
Authors: Lawrence D. Stone
Categories: Computers
Type: BOOK - Published: 2023-05-31 - Publisher: Springer Nature

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This book provides a quick but insightful introduction to Bayesian tracking and particle filtering for a person who has some background in probability and stati
A Discriminative Approach to Bayesian Filtering with Applications to Human Neural Decoding
Language: en
Pages: 134
Authors: Michael C. Burkhart
Categories: Mathematics
Type: BOOK - Published: 2019-05-26 - Publisher: ProQuest Dissertations Publishing

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Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a prin
Smoothness Priors Analysis of Time Series
Language: en
Pages: 265
Authors: Genshiro Kitagawa
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochast