Smoothing problem (stochastic processes): Difference between revisions

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The '''Smoothing problem''' (not to be confused with [[smoothing]] in signal processing and other contexts) refers to [[Recursive Bayesian estimation]] also known as [[Bayes filter]] is the problem of [[density estimation|estimating]] an unknown [[probability density function]] recursively over time using incremental incoming measurements. It is one of the main problems defined by [[Norbert Wiener]].
 
A '''smoother''' is an algorithm or implementation that implements a solution to such problem. Please refer to the article [[Recursive Bayesian estimation]] for more information.