Signatur:
WS/QH 233 S127(2)
Standort: Campusbibliothek Bergheim / Freihandbereich Monograph
Exemplare:
siehe unten
Verfasst von: | Särkkä, Simo [VerfasserIn] |
| Svensson, Lennart [VerfasserIn] |
Titel: | Bayesian filtering and smoothing |
Verf.angabe: | Simo Särkkä, Lennart Svensson |
Ausgabe: | Second edition |
Verlagsort: | New York |
Verlag: | Cambridge University Press |
Jahr: | 2023 |
Umfang: | xxx, 406 Seiten |
Illustrationen: | Illustrationen |
Gesamttitel/Reihe: | Institute of Mathematical Statistics textbooks ; 17 |
Fussnoten: | Revised edition of: Bayesian filtering and smoothing / Simo Särkkä. 2013 ; Includes bibliographical references and index |
ISBN: | 978-1-108-92664-5 |
Abstract: | "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"-- |
DOI: | doi:10.1017/9781108917407 |
URL: | zbMATH: https://zbmath.org/1514.62002 |
| DOI: https://doi.org/10.1017/9781108917407 |
Sprache: | eng |
RVK-Notation: | QH 233 |
K10plus-PPN: | 1832636755 |
Verknüpfungen: | → Übergeordnete Aufnahme |
978-1-108-92664-5
Bayesian filtering and smoothing / Särkkä, Simo [VerfasserIn]; 2023
69102081