Particle Filters for Random Set Models

by Branko Ristic and Ristic

This book discusses state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. Although the resulting algorithms, known as particle filters, have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework...

• Format: Hardcover
• Language: English
• ISBN: 1461463157
• ISBN13: 9781461463153
• Release Date: April 2013
• Publisher: Springer
• Length: 174 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"