
Applied Stochastic Differential Equations
Simo Särkkä, Arno Solin
₹5,097

by Simo Särkkä, Lennart Svensson
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Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing.
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