Comparar métodos

	Inferência Bayesiana Dinâmica	Filtro de Kalman
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1989–1997	1960
Autor original	West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks)	Rudolf E. Kalman
Tipo	Bayesian sequential / online inference framework	recursive Bayesian filter
Fonte seminal	West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.
Outros nomes	online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter
Relacionados	6	5
Resumo	Dynamic Bayesian inference is a framework for performing Bayesian updating sequentially as new observations arrive over time. Rather than fitting a static model to a fixed dataset, it tracks how a posterior distribution over latent states or parameters evolves step by step, combining a prior with each new likelihood to produce an updated posterior that propagates forward through time.	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.