Bayesian signal processing : classical, modern, and particle filtering methods - Candy, J. V. (Hoboken, N.J. : Wiley : IEEE, 2009)
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.
Includes bibliographical references and index
Keywords: Signal processing -- Mathematics; Bayesian statistical decision theory