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Bayesian Signal Processing 2e

Bayesian Signal Processing 2e

Hardcover

Series: Adaptive and Cognitive Dynamic Systems: Signal Processing, L, Book 54

Technology & Engineering

ISBN10: 1119125456
ISBN13: 9781119125457
Publisher: John Wiley & Sons
Published: Jul 1 2016
Pages: 640
Weight: 2.60
Height: 1.40 Width: 7.80 Depth: 10.20
Language: English

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 Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to fill-in-the gaps of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical sanity testing lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems.

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