Bayesian Inference of State Space Models : Kalman Filtering and Beyond /

Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space models. The celebrated Kalman filter, with its numerous extensions, takes centre stage in the book. Univariate and multivariate models, lin...

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Bibliographic Details

Main Author:	Triantafyllopoulos, Kostas (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	1st ed. 2021.
Series:	Springer Texts in Statistics,
Subjects:	Statistics . System theory. Statistics, general. Systems Theory, Control. Electronic books.
Online Access:	Connect to the full text of this electronic book