Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
NCTM or The Math Forum.


fl
Posts:
121
Registered:
10/8/05


How to get the conditional probability density function?
Posted:
Jan 11, 2017 6:55 PM


Hi,
I often see the following equation on particle filter articles:
p(x_ty_0:t1)p(y_tx_t) p(x_0:ty_0:t)=p(x_0:t1y_0:t1) p(y_ty_0:t1)
I don't understand the right fraction part. More specifically, I am puzzled about this: p(y_tx_t).
Could you give me some explanations on how to get the above equation?
Thanks a lot.



