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Line 41: ==Sequential Bayesian filtering== Sequential Bayesian filtering is the extension of the Bayesian estimation for the case when the observed value changes in time. It is a method to estimate the real value of an observed variable that evolves in time. The method is named : ;filtering: when we estimate the ''current'' value given past observations, ;[[smoothing]]: when estimating ''past'' ~~value~~values given present and past measures, and ;prediction: when estimating a probable ''future'' value. The notion of Sequential Bayesian filtering is extensively used in [[control theory\|control]] and [[robotics]].

Recursive Bayesian estimation: Difference between revisions