Recursive Bayesian estimation: Difference between revisions

Revision as of 01:54, 30 April 2019

Revision as of 17:08, 16 October 2019

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The method is named:

;filtering: when estimating the ''current'' value given past and current observations,

;[[smoothing problem|smoothing]]: when estimating ''past'' values given presentpast and pastcurrent measuresobservations, and

;prediction: when estimating a probable ''future'' value given the presentpast and the pastcurrent measuresobservations.

The notion of Sequential Bayesian filtering is extensively used in [[control theory|control]] and [[robotics]].