[Mobile pdf] Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods (Adaptive and Cognitive Dynamic Systems: Signal Processing, Learning, Communications and Control)
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 sectio...
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