Bayesian Signal Processing 2E : Classical, Modern and Particle Filtering Methods - Candy, James V.

Bayesian Signal Processing 2E : Classical, Modern and Particle Filtering Methods

James V. Candy

Yayınevi: Wiley-Blackwell

Yayın tarihi: 08/2016

ISBN: 9781119125457

Ciltli | İngilizce | 640 Sayfa | 15,75 x 23,62 x 3,81 cm

Tür: Elektrik-Elektronik

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Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on Sequential Bayesian Detection, a new section on Ensemble Kalman Filters as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to fill-in-the gaps of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical sanity testing lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied.

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