Filtering, smoothing and prediction

• 단일 센서 : 필터링
• 다중 센서 : 센서 퓨전

There are two problems that are related to filtering,

• smoothing : 미래 데이터 이용
• prediction : 과거 데이터 이용

목적 : The objective of all of these is to compute a probability density function of state xk,

• 문제점 : but they differ in how much data we condition on.

1. Smoothing

2. Prediction