Bayesian Estimation and Tracking

Bayesian Estimation and TrackingA practical approach to estimating and tracking dynamic systems in real world applications Much of the literature on performing estimation for non Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems