Recursive Bayesian estimation: Difference between revisions

Revision as of 20:22, 2 September 2009

Revision as of 08:45, 21 October 2009

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The probability distribution of updated is proportional to the product of the measurement likelihood and the predicted state.

:<math> p(\textbf{x}_k|\textbf{Z}_{k}) = \frac{p(\textbf{Zz}_k|\textbf{x}_k) p(\textbf{x}_k|\textbf{Z}_{k-1})}{p(\textbf{Zz}_k|\textbf{Z}_{k-1})}

= \alpha\,p(\textbf{Z}_k|\textbf{x}_k) p(\textbf{x}_k|\textbf{Z}_{k-1})

</math>