Source: wikibot/filtering-problem-stochastic-processes
= Filtering problem (stochastic processes)
{wiki=Filtering_problem_(stochastic_processes)}
In the context of stochastic processes, the "filtering problem" refers to the challenge of estimating the internal state of a dynamic system based on noisy observations over time. More formally, it involves inferring the hidden or latent variables (states) of a system given a series of observations (measurements) that are corrupted by noise.