Recursive Bayesian estimation: Difference between revisions

Content deleted Content added
No edit summary
Line 4:
 
== Model ==
The true state <math>x</math> is assumed to be an unobserved [[Markov process]], and the measurements <math>z</math> are the observed states of a [[Hidden Markov Model]] (HMM).
 
:[[Image:HMMKalmanFilterDerivation.png|463-239|Hidden Markov Model]]