MATLAB & Simulink Based Books

Bayesian Signal Processing: Classical, Modern and Particle Filtering Methods

		James V. Candy, Lawrence Livermore National Laboratory   John Wiley & Sons, Inc.,  2009 Tel: 877-762-2974 Fax: 800-597-3299 Outside North America Tel: +44-1243-843-294 Fax: +44-1243-843-296 ISBN: 978-0-470-18094-5 Language: English

Written for graduate students and scientists, this book develops the "Bayesian approach" to statistical signal processing for a variety of useful model sets with an emphasis on nonlinear/non-Gaussian problems. Current applications and simple examples motivate the models and prepare the reader for developments in subsequent chapters. Topics covered include Bayesian estimation, simulation-based Bayesian methods, modern Bayesian state-space processors, and particle-based Bayesian processors.

MATLAB notes are provided at the end of each chapter to help readers solve complex problems. Signal Processing Toolbox, Statistics Toolbox, System Identification Toolbox, and Optimization Toolbox are also mentioned.