Candy, J. V.

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