Bayesian signal processing : classical, modern, and particle filtering methods /
James V. Candy
- Hoboken, N.J. : Wiley : IEEE, 2009
- xxiii, 445 p. : ill., map ; 25 cm.
- Adaptive and learning systems for signal processing, communications, and control .
- Adaptive and learning systems for signal processing, communications, and control .
Includes bibliographical references and index
Bayestian estimation -- Simulation-based Bayesian methods -- State-space models for Bayesian processing -- Classical Bayesian state-space processors -- Modern Bayesian state-space processors -- Particle-based Bayesian state-space processors -- Joint Bayesian state/parametric processors -- Discrete hidden Markov model Bayesian processors -- Bayesian processors for physics-based applications -- Probability & statistics overview.
9780470180945 (cloth) RM354.97 0470180943 (cloth)
Signal processing--Mathematics Bayesian statistical decision theory