BAYESIAN FILTERING AND SMOOTHING Simo Sarkka

Bayesian Filtering and Smoothing has been published by Cambridge University Press, as volume 3 in the IMS Textbooks series. It can be purchased directly from Cambridge University Press: www.cambridge.org/sarkka. Please cite this book as: Simo Sarkk ¨ a (2013). Bayesian Filtering and ¨ Smoothing. Cambridge University Press.