Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods

Presents the Bayesian approach to statistical signal processing for a variety of useful model sets

This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studi...