Monthly Archives: February 2015

A Summary of State-space Models

Author: Changyue Song

Editor: Changyue Song

1. Bayesian Filter

In this article, I summarize some famous state-space models. Here I won’t go into details but focus on the entire map to get an overview. All these state-space models originate from Bayesian filter. In these models, two stochastic processes are considered. The first process is states $x_t$, and the second process is observations or measurements $y_t$, where $t$ means “time” but generally the processes are not restricted to time series. We are interested in the true value of states, but we can only observe the value of observations. Therefore, state-space models aim to estimate states based on observations.… Read more

Hello IERA!

Author: Kaibo Liu, Changyue Song

Editor: Kaibo Liu, Changyue Song

This is the first post in IERA. IERA is a non-profit website and platform for introducing, spreading, and enhancing the knowledge of Industrial Engineering to people over the world. IERA also serves as a central hub to connect audiences from industrial scientists, academic researchers, engineers, students and those who are interested in the IE field to share ideas, questions, knowledge, and experience.

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