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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Bibliographic Details
Main Author: Haug, Anton J., 1941-
Format: eBook
Language:English
Published: Hoboken : John Wiley & Sons, 2012.
Series:Wiley Online Library.
Subjects:
Online Access:Connect to the full text of this electronic book

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245 1 0 |a Bayesian estimation and tracking :  |b a practical guide /  |c Anton J. Haug. 
264 1 |a Hoboken :  |b John Wiley & Sons,  |c 2012. 
300 |a 1 online resource (xxvi, 369 pages) :  |b illustrations 
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504 |a Includes bibliographical references and index. 
520 |a 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. 
588 |a Description based on print version record. 
650 0 |a Automatic tracking  |x Mathematics. 
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650 0 |a Estimation theory.  |0 http://id.loc.gov/authorities/subjects/sh85044957 
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650 4 |a Bayesian statistical decision theory. 
650 4 |a Estimation theory. 
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