Bellman filter
id:
bellman-filter-242-17060609
title:
Bellman filter
text:
The Bellman filter is an algorithm that estimates the value sequence of hidden states in a state-space model. It is a generalization of the Kalman filter, allowing for nonlinearity in both the state and observation equations. The principle behind the Bellman filter is an approximation of the maximum a posteriori estimator, which makes it robust to heavy-tailed noise. It is in general a very fast method, since at each iteration only the very last state value is estimated. The algorithm owes its n
brand slug:
wiki
category slug:
encyclopedia
description:
Algorithm that estimates the value sequence of hidden states
original url:
https://en.wikipedia.org/wiki/Bellman_filter
date created:
date modified:
2024-01-09T15:41:55Z
main entity:
{"identifier":"Q105554760","url":"https://www.wikidata.org/entity/Q105554760"}
image:
fields total:
13
integrity:
14