Zh0uqia / recursive-bayes-filter

Recursive Bayes Filter

This is a simple example of estimating state x given observations y1, y2, ..., yn and a prior estimate u of state x in computer vision.

bayes_filter.py 

is to compute the mean value of the posterior combining all of the observations with the prior.

change_state.py 

is to change the above simulation so that x is no longer constant, but instead is a value that changes as a function of time.

• testing:

main.py

Plot the value of the mean value of the posterior over time.