sequential estimation

Algorithms for sequential estimation in bundle systems (on-line triangulation)

Conjugate priors are especially useful for sequential estimation, where the posterior of the current measurement is used as the prior in the next measurement.

In statistics, sequential estimation refers to estimation methods in sequential analysis where the sample size is not fixed in advance.

In sequential estimation, unless a conjugate prior is used, the posterior distribution typically becomes more complex with each added measurement, and the Bayes estimator cannot usually be calculated without resorting to numerical methods.

Gerald J. Bierman's Estimation Subroutine Library: Corresponds to the code in the research monograph "Factorization Methods for Discrete Sequential Estimation" originally published by Academic Press in 1977.

For sequential estimation, if we have an estimate based on measurements generating space , then after receiving another set of measurements, we should subtract out from these measurements that part that could be anticipated from the result of the first measurements.