Bayes Filter
Bayes Filter#
{"description": "Bayes Filter derivation in Duckietown.", "keywords": "Bayes Filter, Duckietown, estimation, probability, continuous time, stochastic, recursive, prior, posterior, apriori"}
The Bayes Filter, built with Bayes’ theorem, represents the optimal estimate of the posterior distribution of the state.
Unfortunately, in practice, it is almost always impossible to compute.
Notwithstanding, this filter forms the basis for introducing several other filter families which make different assumptions to make the computation of the posterior more efficient.