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Publikace

Bayesian filtering with discrete-valued state

Typ:
Konferenční příspěvek
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Název sborniku:
2009 IEEE/SP 15th Workshop on Statistical Signal Processing
Nakladatel:
Research Publishing Services
Místo vydání:
Cardiff
Rok:
2009
ISBN:
978-1-4244-2710-9
Klíčová slova:
state-space model, Bayesian filtering, discrete distribution
Anotace:
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.
 
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