Recursive Bayesian estimation: Difference between revisions

Revision as of 05:36, 13 November 2022

Revision as of 05:37, 13 November 2022

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== Model ==

The measurements <math>z</math> are the observations[[Manifest variable|manifestations]] of a [[hidden Markov model]] (HMM), which means the true state <math>x</math> is assumed to be an unobserved [[Markov process]]. The following picture presents a [[Bayesian network]] of a HMM.

[[Image:HMM Kalman Filter Derivation.svg|Hidden Markov model|center]]