Items related to Particle Filters for Random Set Models
Synopsis
This bookadiscusses state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is baseda on the Monte Carlo statistical method. Although the resultinga algorithms, known as particle filters, have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. This book is ideal for graduate students, researchers, scientists and engineers interested in Bayesian estimation."
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From the Back Cover
“Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. The resulting algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from navigation and autonomous vehicles to bio-informatics and finance.
While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models.
This book is ideal for graduate students, researchers, scientists and engineers interested in Bayesian estimation.
About the Author
Branko Ristic is at the Defence Science and Technology Organisation, Australia
Defence Science and Technology Organisation, Australia"About this title" may belong to another edition of this title.
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