Bayesian estimation and tracking : a practical guide /
A practical approach to estimating and tracking dynamic systems in real-worl applications Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken :
John Wiley & Sons,
2012.
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| Series: | Wiley Online Library.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | A practical approach to estimating and tracking dynamic systems in real-worl applications Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation and tracking, the book emphasizes the derivation of all tracking algorithms within a Bayesian framework and describes effective numerical methods for evaluating density-weighted integrals, including linear and nonlinear Kalman filters for Gaussian-weighted integrals and particle filters for non-Gaussian cases. The author first emphasizes detailed derivations from first principles of eeach estimation method and goes on to use illustrative and detailed step-by-step instructions for each method that makes coding of the tracking filter simple and easy to understand. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xxvi, 369 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 1118287797 (electronic bk.) 1118287835 (electronic bk.) 9781118287798 (electronic bk.) 9781118287835 (electronic bk.) |
| DOI: | 10.1002/9781118287798 |