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Fixed integrand: dx_{k-1} -> d x_k |
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Line 35:
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
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.
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