マルコフ過程
The generic version is called the optimal Bayesian estimator, which is the theoretical underpinning for every sequential estimator (but cannot be instantiated directly). It includes a Markov process for the state propagation and measurement process for each state, which yields some typical statistical independence relations. The Markov process describes the propagation of a probability distribution over discrete time instances and the measurement is the information one has about each time instant, which is usually less informative than the state. Only the observed sequence will, together with the models, accumulate the information of all measurements and the corresponding Markov process to yield better estimates.