Content deleted Content added
m Norbert |
Norbert Wiener's original articles |
||
Line 1:
The '''Smoothing problem''' (not to be confused with [[smoothing]] in signal processing and other contexts) refers to [[Recursive Bayesian estimation]] also known as [[Bayes filter]] is the problem of [[density estimation|estimating]] an unknown [[probability density function]] recursively over time using incremental incoming measurements. It is one of the main problems defined by [[Norbert Wiener]].
<ref> 1942, ''Extrapolation, Interpolation and Smoothing of Stationary Time Series''. A war-time classified report nicknamed "the yellow peril" because of the color of the cover and the difficulty of the subject. Published postwar 1949 [[MIT Press]]. http://www.isss.org/lumwiener.htm])</ref> and <ref>Wiener, Norbert (1949). Extrapolation, Interpolation, and Smoothing of Stationary Time Series. New York: Wiley. ISBN 0-262-73005-7.</ref>
A '''smoother''' is an algorithm or implementation that implements a solution to such problem. Please refer to the article [[Recursive Bayesian estimation]] for more information.
| |||