Simo Sarkka: Bayesian Filtering and Smoothing

Cover: 9781108926645 | Bayesian Filtering and Smoothing | Lennart Svensson (u. a.) | Buch

Rückseite: 9781108926645 | Bayesian Filtering and Smoothing | Lennart Svensson (u. a.) | Buch

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Sprache: Englisch

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Beschreibung

"Now in its second edition, this accessible text presents a unified Bayesian treatment of the 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 the Matlab and Python code available online, enabling readers to implement the algorithms in their own projects"--

Details

Erscheinungsjahr:	2023
Medium:	Taschenbuch
Reihe:	Institute of Mathematical Statistics Textbooks
Inhalt:	Kartoniert / Broschiert
ISBN-13:	9781108926645
ISBN-10:	1108926649
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Sarkka, Simo (Aalto University, Finland) Svensson, Lennart (Chalmers University of Technology, Gothenberg)
Auflage:	2 Revised edition
Hersteller:	Cambridge University Press Institute of Mathematical Stat
Verantwortliche Person für die EU:	preigu GmbH & Co. KG, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de
Abbildungen:	Worked examples or Exercises
Von/Mit:	Simo Sarkka (u. a.)
Erscheinungsdatum:	31.05.2023
Gewicht:	0,581 kg