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Line 41: ==Sequential Bayesian filtering== Sequential Bayesian filtering is the extension of the Bayesian estimation for the case when the observed value ~~change~~changes in time. It is a method to estimate the real value of an observed variable that evolves in time. The method is named filtering when we estimate the current value given past observations, [[smoothing]] when estimating past value given present and past measures, and prediction when estimating a probable future value. The notion of Sequential Bayesian filtering is extensively used in [[control theory\|control]] and [[robotics]].

Recursive Bayesian estimation: Difference between revisions