Bayesian Bounds
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This web-site has been developed by Kristine Bell and Harry Van Trees to provide a central information source for work in Bayesian bounds.  The Book section contains a detailed table of contents and list of papers included in our Bayesian Bounds book.  It also contains MATLAB® scripts for the figures in the Introduction.  The Literature section contains a supplementary list of papers that discuss Bayesian bounds and/or Bayesian estimation.  The Links page contains useful links and contact information.

Bayesian Bounds
for Parameter Estimation and Nonlinear Filtering/Tracking
edited by Harry L. Van Trees and Kristine L. Bell, Wiley-IEEE Press, 2007.

Hardcover, 968 pages, ISBN: 978-0-470-12095-8

This edited volume provides a comprehensive overview of the state-of-the art in Bayesian Bounds. The introduction provides a tutorial discussion of the key ideas and fundamental results. The collection of 80 reprint papers contains many of the important papers dealing with the theory and application of Bayesian Bounds and includes a discussion of the contributions of the selected papers and their interrelationships. The book addresses two related problems (1) the estimation of multiple parameters based on noisy measurements, and (2) nonlinear filtering and tracking. These problems arise frequently in radar, sonar, communications, radio astronomy, seismology, and medical diagnosis.

 


Last updated: 10/29/07