This historic book may have numerous typos and missing text. Purchasers can usually download a free scanned copy of the original book (without typos) from the p

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give

This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving perform

Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, l