File:HMM Kalman Filter Derivation.svg

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Summary

Description
English: A Kalman filter as a Hidden Markov model .
Date
Source Own work
Author Qef
Other versions Original bitmap version: en:Image:HMMKalmanFilterDerivation.png
SVG development
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This vector image was created with MetaPost.
Source code
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PostScript code

prologues := 3;
input boxes

beginfig(1);
arrowlenx=16mm; arrowleny=10mm;
pickup pencircle scaled 1pt;
circleit.xa(btex ${\bf x}_{k-1}$ etex scaled 1.5);
circleit.xb(btex ${\bf x}_k$ etex scaled 1.5);
boxit.za(btex ${\bf z}_{k-1}$ etex scaled 1.5);
boxit.zb(btex ${\bf z}_k$ etex scaled 1.5);
xa.dx = xb.dx = za.dx = zb.dx = defaultdx*4;
xa.dy = xb.dy = za.dy = zb.dy = defaultdy*4;
xpart xa.w = arrowlenx;
ypart za.s = ypart zb.s = 0;
xb.w = xa.e + (arrowlenx,0);
xa.s = za.n + (0,arrowleny);
xb.s = zb.n + (0,whatever);
drawboxed(xa, xb, za, zb);
drawarrow (xa.w - (arrowlenx,0))--xa.w;
drawarrow xa.e--xb.w;
drawarrow xb.e--(xb.e + (arrowlenx,0));
drawarrow xa.s--za.n;
drawarrow xb.s--zb.n;
endfig;
end

Data

mpost fig.mp
ps2pdf fig.1 fig.pdf
pstoedit -page 1 -dt -xscale 2 -yscale 2 -f sk fig.pdf fig.sk
inkscape -z --vacuum-defs -f fig.sk -l fig.svg

Licensing

Public domain This work has been released into the public domain by its author, Qef. This applies worldwide.

In some countries this may not be legally possible; if so:
Qef grants anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.

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8 July 2008

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Date/TimeDimensionsUserComment
current09:40, 9 July 2008466 × 195 (15 KB)Qef{{Information |Description={{en|1=A Kalman filter as a Hidden Markov model .}} |Source=Own work by uploader |Author=Qef |Date=2008-07-08 |Permission= |other_versions=Original bitmap version: Image:HMMKalmanFilterDerivation.png }} {{Imag

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