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Topic: How to get the conditional probability density function?
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fl

Posts: 121
Registered: 10/8/05
How to get the conditional probability density function?
Posted: Jan 11, 2017 6:55 PM
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Hi,

I often see the following equation on particle filter articles:

p(x_t|y_0:t-1)p(y_t|x_t)
p(x_0:t|y_0:t)=p(x_0:t-1|y_0:t-1)------------------------------
p(y_t|y_0:t-1)


I don't understand the right fraction part. More specifically, I am puzzled
about this: p(y_t|x_t).

Could you give me some explanations on how to get the above equation?


Thanks a lot.



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