Bayes Filter Algorithm

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A Bayes Filter Algorithm is density estimation algorithm for estimating an unknown probability density function recursively over time using incoming measurements and a mathematical process model.



References

2014

2009

  • http://en.wikipedia.org/wiki/Bayes_filter
    • A Bayes filter is an algorithm used in Computer Science for calculating the probabilities of multiple beliefs to allow a Robot to infer its position and orientation. Essentially, Bayes filters allow robots to continuously update their most likely position within a coordinate system, based on the most recently acquired sensor data. This is a recursive algorithm. It consists of two parts: prediction and innovation. If the variables are linear and gauss-distributed the Bayes filter becomes equal to the Kalman Filter.

2003