{"product_id":"bayesian-filtering-and-smoothing-paperback-9781108926645","title":"Bayesian Filtering and Smoothing (Paperback \/ softback) 9781108926645","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eBayesian Filtering and Smoothing\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eA Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eSimo Särkkä (Author), Lennart Svensson (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781108926645, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 15 June 2023\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e430 pages\u003cbr\u003e22.8 x 15.2 x 2.3 cm, 0.64 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'An excellent and pedagogical treatment of the complex world of nonlinear filtering.  It is very valuable for both researchers and practitioners.' Lennart Ljung, Linköping University\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eNow 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 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 Matlab and Python code available online, enabling readers to implement algorithms in their own projects.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSymbols and abbreviations\u003cbr\u003e 1. What are Bayesian filtering and smoothing?\u003cbr\u003e 2. Bayesian inference\u003cbr\u003e 3. Batch and recursive Bayesian estimation\u003cbr\u003e 4. Discretization of continuous-time dynamic models\u003cbr\u003e 5. Modeling with state space models\u003cbr\u003e 6. Bayesian filtering equations and exact solutions\u003cbr\u003e 7. Extended Kalman filtering\u003cbr\u003e 8. General Gaussian filtering\u003cbr\u003e 9. Gaussian filtering by enabling approximations\u003cbr\u003e 10. Posterior linearization filtering\u003cbr\u003e 11. Particle filtering\u003cbr\u003e 12. Bayesian smoothing equations and exact solutions\u003cbr\u003e 13. Extended Rauch-Tung-Striebel smoothing\u003cbr\u003e 14. General Gaussian smoothing\u003cbr\u003e 15. Particle smoothing\u003cbr\u003e 16. Parameter estimation\u003cbr\u003e 17. Epilogue\u003cbr\u003e Appendix. Additional material\u003cbr\u003e References\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":45999614755096,"sku":"9781108926645","price":32.29,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781108926645i_882c7f0b-9a3f-497b-811c-e686b3a3af98.jpg?v=1696727949","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/bayesian-filtering-and-smoothing-paperback-9781108926645","provider":"Freshly Printed Books","version":"1.0","type":"link"}