Bayesian Estimation and Tracking: A Practical Guide
Anton J. Haug
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 ... Read more
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.
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About Anton J. Haug
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