Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. ...
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Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. Readers learn what non-linear Kalman filters and particle filters are, how they are related, and their relative advantages and disadvantages. They also discover how state-of-the-art Bayesian parameter estimation methods can be combined with state-of-the-art filtering and smoothing algorithms. The book's practical and algorithmic approach assumes only modest mathematical prerequisites. Examples include Matlab computations, and the numerous end-of-chapter exercises include computational assignments. Matlab code is available for download at ... promoting hands-on work with the methods.
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Seller's Description:
The book has been read but is in good condition. There is minor to moderate wear to the outside, including scuffs, corner dings, & edge curls. It stand/lays flat. The majority of pages are undamaged with minimal creasing. Used books should not be expected to come with working access codes or bundled media. Please ask to verify before purchase.
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Seller's Description:
Fine. Text block, wraps and binding are in like new condition, without markings of any kind. Well packaged and promptly shipped from California. Partnered with Friends of the Library since 2010.