Bayesian Signal Processing: Classical, Modern and Particle Filtering Methods

Authors:
James V. Candy
Affiliations:
-
Venue:
Bayesian Signal Processing: Classical, Modern and Particle Filtering Methods
Year:
2009

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Abstract

Bayesian-based signal processing is expected to dominate the future of model-based signal processing for years to come. 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, as well as classical techniques. Current applications and simple examples motivate the models and prepare the reader for developments in subsequent chapters. Although designed primarily as a graduate textbook, Bayesian Signal Processing is also useful to signal processing professionals and scientists.