Compara mètodes

	Filtre de Kalman	Xarxa Bayesiana Dinàmica
Camp	Bayesià	Bayesià
Família	Bayesian methods	Bayesian methods
Any d'origen	1960	1989
Autor original	Rudolf E. Kalman	Thomas Dean & Keiji Kanazawa
Tipus	recursive Bayesian filter	probabilistic graphical model for sequences
Font seminal	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.	Dean, T. & Kanazawa, K. (1989). A model for reasoning about persistence and causation. Computational Intelligence, 5(3), 142–150.
Àlies	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter	DBN, temporal Bayesian network, dynamic probabilistic graphical model, two-slice temporal Bayesian network
Relacionats	5	5
Resum	The Kalman filter is an optimal recursive algorithm for estimating the hidden state of a linear dynamical system from noisy measurements. At each time step it alternates between a prediction step — projecting the state forward using the system model — and an update step that corrects the prediction with the new observation, producing minimum-variance state estimates and their uncertainty in real time.	A Dynamic Bayesian Network (DBN) extends a standard Bayesian network over time by representing how a set of random variables evolve across discrete time steps. It captures both the conditional independence structure among variables at each instant and the probabilistic dependencies between consecutive time slices, enabling principled reasoning about temporal processes under uncertainty.