Recursive Bayesian estimation: Difference between revisions

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initial article, copied from the "Kalman filter" article
 
Applications: added particle & grid techniques
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== Applications ==
* [[Kalman filter]], a optimal recursive Bayesian filter for linear models subject to[[multivariate whitenormal noisedistribution]]s
* [[Particle filter]], a Sequential Monte Carlo (SMC) based technique, which models the PDF using a set of discrete points
* '''Grid based estimators''', which subdivide the PDF into a discrete grid
 
[[Category:Estimation theory]]