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Bayes++: Open Source Bayesian Filtering Classes

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Description: A library of C++ classes for Bayesian Filtering of discrete systems. [MIT]
Open Source Bayesian Filtering Classes Overview of Bayesian filtering with the Filtering Classes peer-reviewed portable C++ source libraries Bayesian Filtering is a probabilistic technique for data fusion. The technique combines a concise mathematical formulation of a system with observations of that system. Probabilities are used to represent the state of a system, likelihood functions to represent their relationships. In this form Bayesian inference can be applied and further related probabilities deduced. See
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