Bayesian Estimation and Tracking: A Practical Guide
()
About this ebook
A practical approach to estimating and tracking dynamic systems in real-worl applications
Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices.
Featuring a unified approach to Bayesian estimation and tracking, the book emphasizes the derivation of all tracking algorithms within a Bayesian framework and describes effective numerical methods for evaluating density-weighted integrals, including linear and nonlinear Kalman filters for Gaussian-weighted integrals and particle filters for non-Gaussian cases. The author first emphasizes detailed derivations from first principles of eeach estimation method and goes on to use illustrative and detailed step-by-step instructions for each method that makes coding of the tracking filter simple and easy to understand.
Case studies are employed to showcase applications of the discussed topics. In addition, the book supplies block diagrams for each algorithm, allowing readers to develop their own MATLAB® toolbox of estimation methods.
Bayesian Estimation and Tracking is an excellent book for courses on estimation and tracking methods at the graduate level. The book also serves as a valuable reference for research scientists, mathematicians, and engineers seeking a deeper understanding of the topics.
Related to Bayesian Estimation and Tracking
Related ebooks
Applied Bayesian Modelling Rating: 0 out of 5 stars0 ratingsAnalysis of Financial Time Series Rating: 4 out of 5 stars4/5An Introduction to Optimization Rating: 0 out of 5 stars0 ratingsCase Studies in Bayesian Statistical Modelling and Analysis Rating: 0 out of 5 stars0 ratingsTheory and Methods of Statistics Rating: 0 out of 5 stars0 ratingsIntroduction to Linear Control Systems Rating: 0 out of 5 stars0 ratingsGeneric Inference: A Unifying Theory for Automated Reasoning Rating: 0 out of 5 stars0 ratingsBayesian Biostatistics Rating: 0 out of 5 stars0 ratingsApproximate Dynamic Programming: Solving the Curses of Dimensionality Rating: 4 out of 5 stars4/5Data Assimilation for the Geosciences: From Theory to Application Rating: 0 out of 5 stars0 ratingsHandbook of Volatility Models and Their Applications Rating: 5 out of 5 stars5/5Handbook of Monte Carlo Methods Rating: 3 out of 5 stars3/5Introduction to Robust Estimation and Hypothesis Testing Rating: 0 out of 5 stars0 ratingsAcid Gas Extraction for Disposal and Related Topics Rating: 0 out of 5 stars0 ratingsSampling Rating: 5 out of 5 stars5/5Smoothing and Regression: Approaches, Computation, and Application Rating: 0 out of 5 stars0 ratingsHandbook of Statistical Systems Biology Rating: 0 out of 5 stars0 ratingsOptimal Operation of Active Distribution Networks: Congestion Management, Voltage Control and Service Restoration Rating: 0 out of 5 stars0 ratingsProbability Concepts and Theory for Engineers Rating: 0 out of 5 stars0 ratingsAn Introduction to Econometric Theory Rating: 0 out of 5 stars0 ratingsTraffic Flow Theory: Characteristics, Experimental Methods, and Numerical Techniques Rating: 4 out of 5 stars4/5Fractional Order Systems and Applications in Engineering Rating: 0 out of 5 stars0 ratingsModern Industrial Statistics: with applications in R, MINITAB and JMP Rating: 0 out of 5 stars0 ratingsSemi-Lagrangian Advection Methods and Their Applications in Geoscience Rating: 0 out of 5 stars0 ratingsTime-Dependent Problems and Difference Methods Rating: 0 out of 5 stars0 ratingsRiemannian Geometric Statistics in Medical Image Analysis Rating: 0 out of 5 stars0 ratingsMathematical Analysis and Applications: Selected Topics Rating: 0 out of 5 stars0 ratingsReal World Health Care Data Analysis: Causal Methods and Implementation Using SAS Rating: 0 out of 5 stars0 ratingsANOVA and ANCOVA: A GLM Approach Rating: 0 out of 5 stars0 ratingsFlexible Multibody Dynamics: Efficient Formulations and Applications Rating: 0 out of 5 stars0 ratings
Mathematics For You
Mental Math Secrets - How To Be a Human Calculator Rating: 5 out of 5 stars5/5Quantum Physics for Beginners Rating: 4 out of 5 stars4/5The Everything Guide to Algebra: A Step-by-Step Guide to the Basics of Algebra - in Plain English! Rating: 4 out of 5 stars4/5Algebra I Workbook For Dummies Rating: 3 out of 5 stars3/5Basic Math & Pre-Algebra For Dummies Rating: 4 out of 5 stars4/5Algebra - The Very Basics Rating: 5 out of 5 stars5/5Geometry For Dummies Rating: 5 out of 5 stars5/5Precalculus: A Self-Teaching Guide Rating: 5 out of 5 stars5/5Introducing Game Theory: A Graphic Guide Rating: 4 out of 5 stars4/5Is God a Mathematician? Rating: 4 out of 5 stars4/5Game Theory: A Simple Introduction Rating: 4 out of 5 stars4/5Real Estate by the Numbers: A Complete Reference Guide to Deal Analysis Rating: 0 out of 5 stars0 ratingsRelativity: The special and the general theory Rating: 5 out of 5 stars5/5See Ya Later Calculator: Simple Math Tricks You Can Do in Your Head Rating: 4 out of 5 stars4/5The Golden Ratio: The Divine Beauty of Mathematics Rating: 5 out of 5 stars5/5Algebra II For Dummies Rating: 3 out of 5 stars3/5My Best Mathematical and Logic Puzzles Rating: 5 out of 5 stars5/5The Little Book of Mathematical Principles, Theories & Things Rating: 3 out of 5 stars3/5Calculus Made Easy Rating: 4 out of 5 stars4/5Limitless Mind: Learn, Lead, and Live Without Barriers Rating: 4 out of 5 stars4/5The Thirteen Books of the Elements, Vol. 1 Rating: 0 out of 5 stars0 ratingsSummary of The Black Swan: by Nassim Nicholas Taleb | Includes Analysis Rating: 5 out of 5 stars5/5The Math Book: From Pythagoras to the 57th Dimension, 250 Milestones in the History of Mathematics Rating: 3 out of 5 stars3/5
Related categories
Reviews for Bayesian Estimation and Tracking
0 ratings0 reviews