Beschreibung:
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Preface; Symbols and abbreviations; 1. What are Bayesian filtering and smoothing?; 2. Bayesian inference; 3. Batch and recursive Bayesian estimation; 4. Bayesian filtering equations and exact solutions; 5. Extended and unscented Kalman filtering; 6. General Gaussian filtering; 7. Particle filtering; 8. Bayesian smoothing equations and exact solutions; 9. Extended and unscented smoothing; 10. General Gaussian smoothing; 11. Particle smoothing; 12. Parameter estimation; 13. Epilogue; Appendix: additional material; References; Index.