Recursive Bayesian estimation: Difference between revisions

Revision as of 17:54, 13 June 2014

Revision as of 03:58, 6 January 2015

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The denominator

:<math>p(\textbf{z}_k|\textbf{z}_{1:k-1}) = \int p(\textbf{z}_k|\textbf{x}_k) p(\textbf{x}_k|\textbf{z}_{1:k-1}) d\textbf{x}_k_{k-1}</math>

is constant relative to <math>x</math>, so we can always substitute it for a coefficient <math>\alpha</math>, which can usually be ignored in practice. The numerator can be calculated and then simply normalized, since its integral must be unity.