State filters

The special case of when what is now determines what is next.

Smooth transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces 2014-11-25 – 2022-05-12
SLAM Simultaneous Location and Mapping 2014-11-25 – 2022-04-28
Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2022-04-10
Change points Looking for regime changes in stochastic processes. a.k.a. Switching state space models 2021-11-29 – 2022-04-01