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	Kalmanfilter	Dynamiskt Bayesianskt Nätverk
Ämnesområde	Bayesiansk statistik	Bayesiansk statistik
Familj	Bayesian methods	Bayesian methods
Ursprungsår	1960	1989
Upphovsperson	Rudolf E. Kalman	Thomas Dean & Keiji Kanazawa
Typ	recursive Bayesian filter	probabilistic graphical model for sequences
Ursprungskälla	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.
Alias	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter	DBN, temporal Bayesian network, dynamic probabilistic graphical model, two-slice temporal Bayesian network
Närliggande	5	5
Sammanfattning	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.