Bayesian filter

This article describes the Bayesian filter, a probabilistic method. For the spam filter of the same name see Bayesian Spam Filter .

The Bayesian filter or Bayesian filter is a recursive probabilistic method for estimating the probability distributions of unobserved states of a system for given observations and measurements . The Kalman filter is obtained for normally distributed measurements .

literature

• Burgard, tungsten; Fox, Dieter: Probabilistic Robotics . MIT Press, Cambridge, Mass. 2005, ISBN 978-0-262-20162-9 , 1.2 Recursive State Estimation.
• Simo Särkkä: Bayesian Filtering and Smoothing . Cambridge University Press, 2013, ISBN 978-1-107-61928-9 ( aalto.fi [PDF]).