Book contents
- Frontmatter
- Contents
- Preface
- Symbols and abbreviations
- 1 What are Bayesian filtering and smoothing?
- 2 Bayesian inference
- 3 Batch and recursive Bayesian estimation
- 4 Bayesian filtering equations and exact solutions
- 5 Extended and unscented Kalman filtering
- 6 General Gaussion filtering
- 7 Particle filtering
- 8 Bayesian smoothing equations and exact solutions
- 9 Extended and unscented smoothing
- 10 General Gaussian smoothing
- 11 Particle smoothing
- 12 Parameter estimation
- 13 Epilogue
- Appendix Additional material
- References
- Index
12 - Parameter estimation
Published online by Cambridge University Press: 05 June 2014
- Frontmatter
- Contents
- Preface
- Symbols and abbreviations
- 1 What are Bayesian filtering and smoothing?
- 2 Bayesian inference
- 3 Batch and recursive Bayesian estimation
- 4 Bayesian filtering equations and exact solutions
- 5 Extended and unscented Kalman filtering
- 6 General Gaussion filtering
- 7 Particle filtering
- 8 Bayesian smoothing equations and exact solutions
- 9 Extended and unscented smoothing
- 10 General Gaussian smoothing
- 11 Particle smoothing
- 12 Parameter estimation
- 13 Epilogue
- Appendix Additional material
- References
- Index
Summary
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- Type
- Chapter
- Information
- Bayesian Filtering and Smoothing , pp. 174 - 203Publisher: Cambridge University PressPrint publication year: 2013