08. Filtering
Filtering
Forward vs. Inverse Measurement Model
Forward Measurement Model - P(z 1:t | x) : Estimating a posterior over the measurement given the system state.
Inverse Measurement Model - P(x | z 1:t ) : Estimating a posterior over the system state given the measurement.
The inverse measurement model is generally used when measurements are more complex than the system's state.
SOLUTION:
Forward Measurement ModelSOLUTION:
-
log(\frac{P(A|B)}{1-P(A|B)})
-
log(\frac{P(A|B)}{P(\neg A|B)})
The advantage of using a log odds ratio representation is to avoid probability instabilities near 0 or 1. Another advantage relates to system speed, accuracy, and simplicity. Check out these two sources for more information on log probability and numerical stability: