James V Candy
Gebundenes Buch

Bayesian Signal Processing

Classical, Modern, and Particle Filtering Methods

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Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Bayes' rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on "Sequential Bayesian Detection," a new section on "Ensemble Kalman Filters" as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approac...
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