Recursive Bayesian estimation: Difference between revisions

Revision as of 17:17, 18 November 2016

Revision as of 16:48, 20 March 2017

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The method is named:

;filtering: when we estimate the ''current'' value given past and current observations,

;[[smoothing problem|smoothing]]: when estimating ''past'' values given present and past measures, and

;prediction: when estimating a probable ''future'' value given the present and the past measures.