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1
by Särkkä, Simo
Published 2013
Cambridge University Press
... undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian...

2
by Särkkä, Simo, Svensson, Lennart
Published 2023
Cambridge University Press
...-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models...