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    Bayesian Inference of State Space Models: Kalman Filtering and Beyond

    • Item No : 167611785779
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : bestpriceworldwide
    • Current Bid : US $126.17

    • * Item Description

    • Over the past years there has been a growing literature on Bayesian inference of state space models, focusing on multivariate models as well as on non-linear and non-Gaussian models. The book is essentially self-contained and includes a chapter summarising the prerequisites in undergraduate linear algebra, probability and statistics.
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