Bayesian filtering with discrete-valued state

The paper deals with estimation of a state with discrete values. The proposed estimation technique is evolved as an application of Bayesian filtering to a state-space model with discrete distribution. The example of filtering is shown with Bernoulli distributions. The considered problem is one of the items aiming at filtering with mixed continuous and discrete state. Illustrative experiments demonstrate the filtering with discrete simulated data from the traffic control area, which is a potential application domain of the research.