Publications
Bayesian filtering with discrete-valued state
Proceedings name:
2009 IEEE/SP 15th Workshop on Statistical Signal Processing
Publisher:
Research Publishing Services
Keywords:
state-space model, Bayesian filtering, discrete distribution
Anotation:
The paper deals with estimation of a state with discrete values. The proposed estimation technique is evolved as an application of Bayesian filtering to a state-space model with discrete distribution. The example of filtering is shown with Bernoulli distributions.