hi, everyone, I have a problem when I learn the Bayesian tracking in an Hidden Markov model. Firstly ,the Hidden Markov model is represented here:(adsbygoogle = window.adsbygoogle || []).push({});

http://en.wikipedia.org/wiki/Recursive_Bayesian_estimation

secondly, the problem I encounted is in the follow formular ONE

[tex]$P(X_{i}|y_{0},\ldots,y_{i-1})=\int P(X_{i},X_{i-1}|y_{0},\ldots,y_{i-1})dX_{i-1}$

[/tex]

and then get formular TWO

[tex]$=\int P(X_{i}|X_{i-1},y_{0,\ldots}y_{i-1})P(X_{i-1}|y_{0},\ldots y_{i-1})dX_{i-1}$[/tex]

then get the formular Three

[tex]$=\int P(X_{i}|X_{i-1})P(X_{i-1}|y_{0},\ldots y_{i-1})dX_{i-1}$[/tex]

How can I get the formular Two to three. why

[tex]$P(X_{i}|X_{i-1},y_{0,\ldots}y_{i-1})=P(X_{i}|X_{i-1})$[/tex]

Thank you very much for reading my post, any suggestion is appreciated.

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Derivation of bayesian inference in Hidden Markov model

Loading...

Similar Threads for Derivation bayesian inference |
---|

I Derivation of the Cantor set |

B Probabilities associated with temporal uncertainty |

**Physics Forums | Science Articles, Homework Help, Discussion**