Bayesian Filtering and Smoothing

by Simo Särkkä and Lennart Svensson

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...

• Format: Paperback
• Language: English
• ISBN: 1108926649
• ISBN13: 9781108926645
• Release Date: June 2023
• Publisher: Cambridge University Press
• Length: 430 Pages
• Weight: 1.28 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"