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Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods

Bayesian Signal Processing: Classical, Modern and Particle Filtering Methods

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 ToolboxSystem Identification Toolbox, and Optimization Toolbox are also mentioned.

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About This Book

James V. Candy, Lawrence Livermore National Laboratory

John Wiley & Sons, Inc., 2009

ISBN: 978-0-470-18094-5
Language: English