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Bayesian Filtering Library

Index Bayesian Filtering Library

Bayesian Filtering Library (BFL) is an open source (GNU LGPL) C++ library for recursive Bayesian estimation, and part of the orocos project. [1]

10 relations: Belgium, C++, Kalman filter, Linux, MacOS, Microsoft Windows, Monte Carlo method, Open-source model, Particle filter, Recursive Bayesian estimation.

Belgium

Belgium, officially the Kingdom of Belgium, is a country in Western Europe bordered by France, the Netherlands, Germany and Luxembourg.

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C++

C++ ("see plus plus") is a general-purpose programming language.

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Kalman filter

Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe.

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Linux

Linux is a family of free and open-source software operating systems built around the Linux kernel.

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MacOS

macOS (previously and later) is a series of graphical operating systems developed and marketed by Apple Inc. since 2001.

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Microsoft Windows

Microsoft Windows is a group of several graphical operating system families, all of which are developed, marketed, and sold by Microsoft.

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Monte Carlo method

Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.

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Open-source model

The open-source model is a decentralized software-development model that encourages open collaboration.

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Particle filter

Particle filters or Sequential Monte Carlo (SMC) methods are a set of genetic, Monte Carlo algorithms used to solve filtering problems arising in signal processing and Bayesian statistical inference.

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Recursive Bayesian estimation

Recursive Bayesian estimation, also known as a Bayes filter, is a general probabilistic approach for estimating an unknown probability density function recursively over time using incoming measurements and a mathematical process model.

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References

[1] https://en.wikipedia.org/wiki/Bayesian_Filtering_Library

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