Textbook: Bayesian Filtering and Smoothing
The 2nd ed. of “Bayesian Filtering and Smoothing” by Simo Sa ̈rkka ̈ and Lennart Svensson is hot off the press — or the physical copies are still on the way, but you can start reading the 436-page *free online copy*: https://users.aalto.fi/~ssarkka/pub/bfs_book_2023_online.pdf also linked on the author’s web page: users.aalto.fi/~ssarkka/
第 2 版Simo Sa ̈rkka ̈和Lennart Svensson的“贝叶斯过滤和平滑”一书热销 — — 或者实体副本仍在路上,但你可以开始阅读*免费在线副本*436页:https://users.aalto.fi/~ssarkka/pub/bfs_book_2023_online.pdf 也链接在作者的网页上:users.aalto.fi/~ssarkka/
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