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Bayesian Filtering and Smoothing by Simo Sarkka ...

Bayesian Filtering and Smoothing by Simo Sarkka (isbn:9781107030657)
Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging i... More info...
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