References

1. Fisher R. Statistical Methods and Scientific Inference, Revised Edition. Macmillan Pub. Co.; 1973.

2. Brooks SP. Bayesian computation: a statistical revolution. Phil. Trans. R. Soc. Lond. A 2003;361:2681–2697.

3. Jazwinski AH. Stochastic Processes and Filtering Theory. Academic Press (1970), recently republished in paperback by Dover Publications; 2007.

4. Doucet A, de Freitas JFG, Gordon NJ, editors. Sequential Monte Carlo Methods in Practice. New York, NY: Springer-Verlag; 2001.

5. Papoulis A. Probability, Random Variables, and Stochastic Processes, 4 th ed. McGraw-Hill; 2002.

6. Bar Shalom Y, Li XR, Kirubarajan T. Estimation with Application to Tracking and Navigation: Theory, Algorithms and Software. Wiley; 2001.

7. Candy JV. Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods. Hoboken, NJ: Wiley; 2009.

8. Ristic B, Arulampalam S, Gordon N. Beyond the Kalman Filter: Particle Filters for Tracking Applications. Boston, MA: Artech House; 2004.

Get Bayesian Estimation and Tracking: A Practical Guide now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.