Bayesian Filtering and Smoothing

DOI10.1017/9781108917407OpenAlexW4383097042MaRDI QIDQ5887504FDOQ5887504

Authors: Simo Särkkä, Lennart Svensson 

Publication date: 12 April 2023

Full work available at URL: https://doi.org/10.1017/9781108917407

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Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (17)

• Bayesian inference of state space models. Kalman filtering and beyond
• Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
• Bayesian Filtering and Smoothing, 2nd ed.Simo Särkkä and Lennart Svensson, Cambridge, UK, Cambridge University Press, 2023, xxx + 406 pp., $44.99(P), ISBN 978-1-108-92664-5.
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• DynGMA: a robust approach for learning stochastic differential equations from data
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