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Line 6: 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~~HMM_Kalman_Filter_Derivation.~~png~~svg\|~~463-239~~center\|Hidden Markov Model]] Because of the Markov assumption, the probability of the current true state given the immediately previous one is conditionally independent of the other earlier states.

Recursive Bayesian estimation: Difference between revisions