User:Samohyl Jan/Bayesian filtering

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This article is about statistical method. For application of Bayesian methods in classification of text or spam, see Bayesian spam filtering.

Bayesian filtering, is a generic name of statistical methods for obtaining hidden state of dynamical system from its observables and history using bayesian inference. It is a generalization of well known hidden Markov models and Kalman filters.

Basic idea[edit]

One is given:

See also[edit]

External links[edit]

A survey of probabilistic models, using the Bayesian Programming methodology as a unifying framework