Recursive Bayesian estimation: Difference between revisions

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'''Recursive Bayesian estimation''', also known as a '''Bayes filter''', is a general probabilistic approach for [[density estimation|estimating]] an unknown [[probability density function]] recursively over time using incoming measurements and a mathematical process model.

The Bayes filter should not be confused with [[Naive Bayes spam filtering|Bayes spam filtering]], which is also often referred to as Bayesian filtering.

In this article, ''filtering'' is the process of sequentially estimating the states of a dynamic system (see [[#Sequential Bayesian filtering|Sequential Bayesian filtering]] below).

In Bayes spam filtering, the term ''filter'' denotes the separation of spam and non-spam content.

==In robotics==